-84.4%
PLUG vs TLN
+678.8%
-763.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.5% | -8.5% | -8.9% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -18.7% | -4.6% | -14.2% | -17.9% |
| 3M | -35.3% | +5.2% | -40.6% | -36.6% |
| 6M | -56.2% | -6.5% | -49.7% | -56.1% |
| YTD | -30.7% | -3.6% | -27.1% | -32.3% |
| 1Y | -46.7% | -8.2% | -38.4% | -47.4% |
| 3Y | -61.3% | +559.7% | -621.0% | -74.1% |
| All | -84.4% | +678.8% | -763.3% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling