-41.4%
PLUG vs TXT
+4.2%
-45.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +3.1% |
| 7D | +14.5% | -3.5% | +18.0% | +15.1% |
| 30D | -10.7% | +15.2% | -25.9% | -13.0% |
| 3M | -31.2% | -4.5% | -26.7% | -30.5% |
| 6M | -51.9% | -6.1% | -45.8% | -51.3% |
| YTD | -23.9% | -2.0% | -21.9% | -30.7% |
| All | -41.4% | +4.2% | -45.6% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling