-98.6%
PLUG vs TYL
+7,770.9%
-7,869.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.9% | +3.9% |
| 7D | -0.9% | -3.7% | +2.8% | 0.0% |
| 30D | +3.3% | +18.7% | -15.4% | -1.6% |
| 3M | -39.7% | +18.1% | -57.9% | -43.2% |
| 6M | -12.5% | -1.1% | -11.4% | -14.0% |
| YTD | +10.2% | -19.8% | +30.0% | +14.3% |
| 1Y | +50.7% | -34.3% | +85.0% | +64.2% |
| 3Y | -74.5% | -8.2% | -66.3% | -74.7% |
| 5Y | -91.8% | -25.4% | -66.4% | -91.2% |
| 10Y | +43.7% | +115.6% | -71.9% | +24.7% |
| All | -98.6% | +7,770.9% | -7,869.6% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling