+58.4%
PLUG vs TNA
+74.0%
-15.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.2% | -1.6% |
| 7D | +3.8% | -3.6% | +7.4% | +6.0% |
| 30D | +2.8% | -10.1% | +12.9% | +9.4% |
| 3M | -25.4% | +2.7% | -28.1% | -26.7% |
| 6M | -0.5% | +38.4% | -38.9% | -18.7% |
| YTD | +10.2% | +45.4% | -35.3% | -12.4% |
| 1Y | +53.9% | +55.9% | -2.0% | +18.3% |
| 3Y | -72.7% | +109.8% | -182.6% | -84.3% |
| 5Y | -91.4% | -22.5% | -68.9% | -92.0% |
| 10Y | +58.4% | +87.5% | -29.1% | -7.2% |
| All | +58.4% | +74.0% | -15.6% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling