-76.8%
PLUG vs TYL
+2.6%
-79.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.3% | +9.7% | +7.7% |
| 7D | +5.8% | +6.7% | -0.8% | +4.9% |
| 30D | -18.5% | +26.5% | -45.1% | -21.3% |
| 3M | -30.0% | +37.3% | -67.2% | -33.6% |
| 6M | -56.2% | +31.2% | -87.4% | -58.6% |
| YTD | -26.4% | -7.4% | -19.0% | -22.1% |
| 1Y | -42.2% | -9.6% | -32.7% | -38.4% |
| 3Y | -76.8% | +1.9% | -78.7% | -74.6% |
| All | -76.8% | +2.6% | -79.4% | -74.6% |
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