-17.9%
PLUG vs TMF
-81.8%
+64.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.4% | -4.4% | -8.6% |
| 7D | -8.1% | -8.2% | 0.0% | -7.8% |
| 30D | -20.5% | +5.3% | -25.9% | -20.7% |
| 3M | -45.9% | -8.5% | -37.4% | -45.7% |
| 6M | -65.2% | -17.2% | -48.0% | -64.9% |
| YTD | -37.1% | -23.4% | -13.6% | -36.5% |
| 1Y | -54.6% | -30.2% | -24.3% | -54.0% |
| 3Y | -64.9% | -32.9% | -31.9% | -64.2% |
| 5Y | -97.1% | -88.5% | -8.6% | -97.7% |
| All | -17.9% | -81.8% | +64.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling