+1.1%
PLUG vs TNA
+53.9%
-52.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.1% | -6.9% | -7.8% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | -18.7% | -0.7% | -18.0% | -18.6% |
| 3M | -35.3% | -21.5% | -13.8% | -25.8% |
| 6M | -56.2% | -11.2% | -45.0% | -53.5% |
| YTD | -30.7% | +27.0% | -57.7% | -40.7% |
| 1Y | -46.7% | +28.0% | -74.7% | -54.8% |
| 3Y | -61.3% | +142.9% | -204.3% | -79.5% |
| 5Y | -96.6% | -42.6% | -54.0% | -96.3% |
| 10Y | +1.1% | +53.3% | -52.1% | -47.9% |
| All | +1.1% | +53.9% | -52.8% | -47.9% |
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