-54.6%
PLUG vs TXG
+256.0%
-310.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.8% | -4.1% | -7.9% |
| 7D | -8.1% | +1.8% | -9.9% | -8.3% |
| 30D | -20.5% | -17.7% | -2.8% | -17.8% |
| 3M | -45.9% | +2.3% | -48.2% | -46.2% |
| 6M | -65.2% | +182.5% | -247.7% | -68.4% |
| YTD | -37.1% | +262.4% | -299.4% | -49.1% |
| 1Y | -54.6% | +254.1% | -308.7% | -63.2% |
| All | -54.6% | +256.0% | -310.6% | -63.2% |
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