-76.8%
PLUG vs TNA
+105.1%
-181.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.6% | +5.7% |
| 7D | +5.8% | -7.0% | +12.8% | +10.3% |
| 30D | -18.5% | -6.4% | -12.1% | -15.4% |
| 3M | -30.0% | -25.7% | -4.3% | -16.4% |
| 6M | -56.2% | -19.7% | -36.5% | -50.3% |
| YTD | -26.4% | +18.3% | -44.7% | -34.5% |
| 1Y | -42.2% | +24.6% | -66.8% | -50.4% |
| 3Y | -76.8% | +112.8% | -189.7% | -89.7% |
| All | -76.8% | +105.1% | -181.9% | -89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling