-78.4%
PLUG vs TYL
+5.0%
-83.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.7% | -9.2% | -7.7% |
| 7D | -4.9% | +15.1% | -20.0% | -6.7% |
| 30D | -27.4% | +30.1% | -57.5% | -30.1% |
| 3M | -35.7% | +40.4% | -76.1% | -39.2% |
| 6M | -59.3% | +31.3% | -90.6% | -61.3% |
| YTD | -31.5% | -5.2% | -26.3% | -27.6% |
| 1Y | -48.9% | -6.6% | -42.3% | -45.8% |
| All | -78.4% | +5.0% | -83.4% | -76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling