-79.3%
PLUG vs TMF
-68.9%
-10.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.9% |
| 7D | -0.9% | -1.4% | +0.5% | -1.0% |
| 30D | +3.3% | -2.8% | +6.2% | +3.1% |
| 3M | -39.7% | -10.9% | -28.8% | -40.3% |
| 6M | -12.5% | -21.3% | +8.8% | -14.4% |
| YTD | +10.2% | -15.9% | +26.0% | +8.6% |
| 1Y | +50.7% | -15.7% | +66.4% | +48.8% |
| 3Y | -74.5% | -43.4% | -31.1% | -76.0% |
| 5Y | -91.8% | -87.8% | -4.0% | -94.1% |
| 10Y | +43.7% | -86.7% | +130.4% | +14.6% |
| All | -79.3% | -68.9% | -10.5% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling