-55.4%
PLUG vs TLN
+1.6%
-57.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.8% | -7.7% | -9.9% |
| 7D | -23.4% | +11.0% | -34.5% | -25.2% |
| 30D | -23.4% | +4.9% | -28.4% | -24.6% |
| 3M | -51.7% | +4.9% | -56.7% | -52.7% |
| 6M | -72.0% | +7.1% | -79.1% | -72.5% |
| YTD | -43.7% | +0.3% | -44.0% | -45.6% |
| 1Y | -55.4% | +5.9% | -61.3% | -56.3% |
| All | -55.4% | +1.6% | -57.0% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling