-68.6%
PLUG vs TNA
+1,004.3%
-1,072.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +3.3% | -4.9% | +8.2% | +6.1% |
| 3M | -39.7% | +0.4% | -40.1% | -39.8% |
| 6M | -12.5% | +32.5% | -45.0% | -24.2% |
| YTD | +10.2% | +53.7% | -43.6% | -11.0% |
| 1Y | +50.7% | +65.1% | -14.4% | +18.5% |
| 3Y | -74.5% | +98.4% | -172.9% | -83.1% |
| 5Y | -91.8% | -22.5% | -69.3% | -91.8% |
| 10Y | +43.7% | +82.5% | -38.8% | -17.0% |
| All | -68.6% | +1,004.3% | -1,072.9% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling