-13.3%
T vs PLUG
-56.5%
+43.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.4% | -8.3% | -0.3% |
| 7D | +1.0% | +5.8% | -4.8% | +1.5% |
| 30D | -10.6% | -18.5% | +7.9% | -11.9% |
| 3M | -7.7% | -30.0% | +22.2% | -10.0% |
| 6M | -13.3% | -56.2% | +42.9% | -16.4% |
| All | -13.3% | -56.5% | +43.1% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling