-26.5%
PLUG vs TXT
+89.4%
-115.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.8% | -9.7% | -10.0% |
| 7D | -23.4% | +0.1% | -23.6% | -23.5% |
| 30D | -23.4% | +13.3% | -36.8% | -30.2% |
| 3M | -51.7% | -5.0% | -46.8% | -50.7% |
| 6M | -72.0% | -8.4% | -63.6% | -70.9% |
| YTD | -43.7% | -4.0% | -39.7% | -44.5% |
| 1Y | -55.4% | +2.8% | -58.2% | -58.1% |
| 3Y | -68.0% | +10.3% | -78.3% | -71.4% |
| 5Y | -97.4% | +9.2% | -106.6% | -97.6% |
| All | -26.5% | +89.4% | -115.9% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling