+7.1%
PLUG vs TYL
+174.9%
-167.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.7% | -9.2% | -8.6% |
| 7D | -4.9% | +15.1% | -20.0% | -13.5% |
| 30D | -27.4% | +30.1% | -57.5% | -39.5% |
| 3M | -35.7% | +40.4% | -76.1% | -49.9% |
| 6M | -59.3% | +31.3% | -90.6% | -68.6% |
| YTD | -31.5% | -5.2% | -26.3% | -33.5% |
| 1Y | -48.9% | -6.6% | -42.3% | -50.0% |
| 3Y | -79.6% | +3.4% | -83.0% | -83.0% |
| 5Y | -96.5% | -19.3% | -77.2% | -96.4% |
| All | +7.1% | +174.9% | -167.8% | -34.0% |
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