-48.9%
PLUG vs TYL
-8.4%
-40.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.7% | -9.2% | -7.5% |
| 7D | -4.9% | +15.1% | -20.0% | -4.4% |
| 30D | -27.4% | +30.1% | -57.5% | -26.7% |
| 3M | -35.7% | +40.4% | -76.1% | -35.2% |
| 6M | -59.3% | +31.3% | -90.6% | -58.5% |
| YTD | -31.5% | -5.2% | -26.3% | -29.6% |
| 1Y | -48.9% | -6.6% | -42.3% | -47.5% |
| All | -48.9% | -8.4% | -40.5% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling