-83.5%
PLUG vs TLN
+630.2%
-713.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.1% | +0.3% | +5.5% |
| 7D | +5.8% | -1.3% | +7.1% | +6.1% |
| 30D | -18.5% | -10.5% | -8.1% | -16.4% |
| 3M | -30.0% | +0.1% | -30.0% | -30.4% |
| 6M | -56.2% | -17.4% | -38.8% | -54.7% |
| YTD | -26.4% | -9.7% | -16.7% | -26.8% |
| 1Y | -42.2% | -12.3% | -30.0% | -42.4% |
| 3Y | -76.8% | +528.3% | -605.1% | -84.1% |
| All | -83.5% | +630.2% | -713.7% | -89.5% |
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 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