-84.5%
PLUG vs TLN
+716.6%
-801.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -2.0% |
| 7D | -6.8% | +15.9% | -22.7% | -10.4% |
| 30D | -16.0% | -0.3% | -15.8% | -16.2% |
| 3M | -38.7% | +5.8% | -44.6% | -40.1% |
| 6M | -61.4% | -1.2% | -60.1% | -61.8% |
| YTD | -31.0% | +1.0% | -32.0% | -33.4% |
| 1Y | -46.2% | +1.1% | -47.4% | -48.4% |
| 3Y | -61.5% | +591.7% | -653.2% | -74.5% |
| All | -84.5% | +716.6% | -801.1% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling