-74.6%
PLUG vs TLN
+476.4%
-551.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.8% | -0.9% | +1.9% |
| 7D | -0.9% | +7.1% | -8.0% | -2.6% |
| 30D | +3.3% | -3.9% | +7.2% | +4.5% |
| 3M | -39.7% | -16.2% | -23.6% | -37.2% |
| 6M | -12.5% | -5.8% | -6.7% | -12.4% |
| YTD | +10.2% | -15.4% | +25.6% | +12.1% |
| 1Y | +50.7% | -16.7% | +67.4% | +54.5% |
| All | -74.6% | +476.4% | -551.0% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling