-17.9%
PLUG vs TYL
+183.3%
-201.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.4% | -8.5% |
| 7D | -8.1% | -1.6% | -6.6% | -7.4% |
| 30D | -20.5% | +22.1% | -42.6% | -31.0% |
| 3M | -45.9% | +33.4% | -79.2% | -56.5% |
| 6M | -65.2% | +36.8% | -102.0% | -73.9% |
| YTD | -37.1% | -6.7% | -30.4% | -38.4% |
| 1Y | -54.6% | -9.2% | -45.4% | -54.7% |
| 3Y | -64.9% | +1.2% | -66.0% | -70.1% |
| 5Y | -97.1% | -23.0% | -74.1% | -97.0% |
| All | -17.9% | +183.3% | -201.2% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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