+529.5%
TDG vs PLUG
+54.0%
+475.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.3% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -9.3% | -5.0% | -4.3% | -9.0% |
| 3M | -7.1% | -26.2% | +19.2% | -5.1% |
| 6M | -11.2% | -0.5% | -10.7% | -12.1% |
| YTD | -15.3% | +7.1% | -22.4% | -17.4% |
| 1Y | -12.5% | +46.5% | -59.0% | -18.6% |
| 3Y | +51.2% | -73.5% | +124.7% | +49.8% |
| 5Y | +126.1% | -91.3% | +217.4% | +141.9% |
| All | +529.5% | +54.0% | +475.4% | +372.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling