-42.2%
PLUG vs TLN
-13.3%
-29.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.1% | +0.3% | +5.8% |
| 7D | +5.8% | -1.3% | +7.1% | +5.9% |
| 30D | -18.5% | -10.5% | -8.1% | -16.9% |
| 3M | -30.0% | +0.1% | -30.0% | -30.3% |
| 6M | -56.2% | -17.4% | -38.8% | -55.7% |
| YTD | -26.4% | -9.7% | -16.7% | -27.2% |
| 1Y | -42.2% | -12.3% | -30.0% | -44.4% |
| All | -42.2% | -13.3% | -29.0% | -44.4% |
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 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