+52.8%
PLUG vs TXT
+97.6%
-44.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | -0.9% | -4.8% | +3.9% | +2.3% |
| 30D | +3.3% | -10.6% | +13.9% | +11.0% |
| 3M | -39.7% | -13.2% | -26.5% | -34.5% |
| 6M | -12.5% | -20.3% | +7.8% | +0.2% |
| YTD | +10.2% | -9.3% | +19.4% | +13.8% |
| 1Y | +50.7% | -2.7% | +53.4% | +49.4% |
| 3Y | -74.5% | +1.4% | -75.9% | -75.7% |
| 5Y | -91.8% | +9.6% | -101.3% | -92.3% |
| All | +52.8% | +97.6% | -44.8% | +15.1% |
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