+274.8%
T vs PLUG
-98.6%
+373.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -2.1% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | +11.4% | +3.3% | +8.0% | +11.1% |
| 3M | +14.3% | -39.7% | +54.0% | +16.4% |
| 6M | -9.3% | -12.5% | +3.2% | -9.4% |
| YTD | +7.1% | +10.2% | -3.0% | +5.4% |
| 1Y | -9.1% | +50.7% | -59.8% | -12.6% |
| 3Y | +105.3% | -74.5% | +179.8% | +103.4% |
| 5Y | +66.8% | -91.8% | +158.6% | +69.5% |
| 10Y | +66.8% | +43.7% | +23.1% | +36.2% |
| All | +274.8% | -98.6% | +373.4% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling