-91.0%
PLUG vs TNA
-21.0%
-70.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +5.0% |
| 7D | +8.1% | +4.1% | +4.1% | +5.2% |
| 30D | +3.7% | -7.6% | +11.3% | +9.5% |
| 3M | -29.2% | +8.1% | -37.2% | -33.1% |
| 6M | +6.1% | +49.0% | -42.9% | -21.0% |
| YTD | +14.7% | +51.7% | -37.0% | -15.6% |
| 1Y | +56.9% | +59.6% | -2.7% | +11.8% |
| 3Y | -71.6% | +118.9% | -190.5% | -86.7% |
| 5Y | -91.0% | -19.2% | -71.9% | -92.6% |
| All | -91.0% | -21.0% | -70.0% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling