+67.7%
T vs PLUG
-91.8%
+159.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -2.0% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | +11.4% | +3.3% | +8.0% | +11.3% |
| 3M | +14.3% | -39.7% | +54.0% | +15.0% |
| 6M | -9.3% | -12.5% | +3.2% | -9.3% |
| YTD | +7.1% | +10.2% | -3.0% | +6.4% |
| 1Y | -9.1% | +50.7% | -59.8% | -10.8% |
| 3Y | +105.3% | -74.5% | +179.8% | +107.8% |
| All | +67.7% | -91.8% | +159.5% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling