+59.1%
T vs PLUG
-1.4%
+60.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.7% | +9.3% | +0.8% |
| 7D | +2.6% | -2.8% | +5.4% | +2.6% |
| 30D | -1.1% | -18.5% | +17.4% | -0.7% |
| 3M | -7.7% | -35.1% | +27.3% | -6.9% |
| 6M | -10.6% | -56.1% | +45.5% | -9.1% |
| YTD | -7.5% | -30.5% | +23.0% | -7.5% |
| 1Y | -7.4% | -46.5% | +39.1% | -6.9% |
| 3Y | +63.1% | -61.2% | +124.3% | +59.8% |
| 5Y | +55.2% | -96.6% | +151.8% | +63.1% |
| All | +59.1% | -1.4% | +60.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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