-42.1%
PLUG vs TXG
+406.9%
-449.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +2.9% |
| 7D | +2.8% | -19.3% | +22.1% | +6.3% |
| 30D | -22.8% | -30.9% | +8.2% | -18.7% |
| 3M | -32.4% | +41.1% | -73.5% | -36.6% |
| 6M | -53.4% | +211.9% | -265.2% | -59.3% |
| YTD | -25.9% | +314.0% | -339.9% | -41.5% |
| 1Y | -42.1% | +405.4% | -447.5% | -57.3% |
| All | -42.1% | +406.9% | -449.0% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling