-26.5%
PLUG vs TNA
+33.3%
-59.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.0% | -9.5% | -9.9% |
| 7D | -23.4% | +3.7% | -27.2% | -25.0% |
| 30D | -23.4% | +4.4% | -27.8% | -25.4% |
| 3M | -51.7% | -26.7% | -25.1% | -42.3% |
| 6M | -72.0% | -12.8% | -59.1% | -69.8% |
| YTD | -43.7% | +22.7% | -66.3% | -50.7% |
| 1Y | -55.4% | +35.7% | -91.1% | -63.4% |
| 3Y | -68.0% | +134.6% | -202.6% | -82.7% |
| 5Y | -97.4% | -46.0% | -51.4% | -97.1% |
| All | -26.5% | +33.3% | -59.8% | -56.2% |
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