+15.1%
PLUG vs TYL
+168.7%
-153.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.3% | +9.7% | +8.9% |
| 7D | +5.8% | +6.7% | -0.8% | +1.2% |
| 30D | -18.5% | +26.5% | -45.1% | -30.9% |
| 3M | -30.0% | +37.3% | -67.2% | -44.7% |
| 6M | -56.2% | +31.2% | -87.4% | -66.3% |
| YTD | -26.4% | -7.4% | -19.0% | -27.6% |
| 1Y | -42.2% | -9.6% | -32.7% | -42.3% |
| 3Y | -76.8% | +1.9% | -78.7% | -80.5% |
| 5Y | -96.2% | -21.1% | -75.1% | -96.1% |
| All | +15.1% | +168.7% | -153.6% | -28.1% |
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