-84.6%
PLUG vs TLN
+581.9%
-666.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.2% | -4.3% | -6.7% |
| 7D | -4.9% | -9.4% | +4.4% | -2.6% |
| 30D | -27.4% | -15.2% | -12.2% | -24.5% |
| 3M | -35.7% | -4.1% | -31.6% | -35.4% |
| 6M | -59.3% | -17.8% | -41.5% | -57.8% |
| YTD | -31.5% | -15.6% | -15.8% | -30.7% |
| 1Y | -48.9% | -21.6% | -27.2% | -47.4% |
| 3Y | -79.6% | +497.6% | -577.2% | -85.9% |
| All | -84.6% | +581.9% | -666.5% | -90.0% |
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