-46.4%
PLUG vs TMF
-26.6%
-19.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -7.2% | -3.4% | -3.8% | -6.2% |
| 30D | -16.4% | +11.5% | -27.9% | -19.3% |
| 3M | -39.0% | -4.5% | -34.5% | -37.8% |
| 6M | -61.5% | -15.0% | -46.5% | -59.9% |
| YTD | -31.2% | -19.9% | -11.4% | -29.3% |
| 1Y | -46.4% | -26.6% | -19.9% | -36.4% |
| All | -46.4% | -26.6% | -19.8% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling