+50.7%
PLUG vs TNA
+70.0%
-19.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.3% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +3.3% | -4.9% | +8.2% | +7.4% |
| 3M | -39.7% | +0.4% | -40.1% | -39.9% |
| 6M | -12.5% | +32.5% | -45.0% | -30.0% |
| YTD | +10.2% | +53.7% | -43.6% | -23.6% |
| 1Y | +50.7% | +65.1% | -14.4% | +1.7% |
| All | +50.7% | +70.0% | -19.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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