-56.2%
PLUG vs TXT
-10.0%
-46.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +7.7% |
| 7D | +5.8% | -2.5% | +8.4% | +6.2% |
| 30D | -18.5% | +14.4% | -32.9% | -21.6% |
| 3M | -30.0% | -4.9% | -25.0% | -28.4% |
| 6M | -56.2% | -10.2% | -46.0% | -54.0% |
| All | -56.2% | -10.0% | -46.2% | -54.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling