-91.9%
PLUG vs TMF
-87.5%
-4.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.8% |
| 7D | -0.9% | -1.4% | +0.5% | -0.6% |
| 30D | +3.3% | -2.8% | +6.2% | +4.0% |
| 3M | -39.7% | -10.9% | -28.8% | -38.3% |
| 6M | -12.5% | -21.3% | +8.8% | -8.1% |
| YTD | +10.2% | -15.9% | +26.0% | +13.7% |
| 1Y | +50.7% | -15.7% | +66.4% | +54.5% |
| 3Y | -74.5% | -43.4% | -31.1% | -72.4% |
| All | -91.9% | -87.5% | -4.4% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling