-86.1%
PLUG vs TMF
-69.3%
-16.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.1% | +3.8% |
| 7D | +2.8% | +4.0% | -1.2% | +3.2% |
| 30D | -22.8% | +19.5% | -42.2% | -21.5% |
| 3M | -32.4% | -3.5% | -28.9% | -32.6% |
| 6M | -53.4% | -10.6% | -42.8% | -53.8% |
| YTD | -25.9% | -17.1% | -8.8% | -27.0% |
| 1Y | -42.1% | -24.3% | -17.8% | -43.4% |
| 3Y | -77.9% | -27.2% | -50.7% | -78.4% |
| 5Y | -96.4% | -87.6% | -8.8% | -97.4% |
| 10Y | +2.8% | -84.8% | +87.6% | -15.2% |
| All | -86.1% | -69.3% | -16.8% | -82.7% |
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