+528.8%
TDG vs PLUG
+58.4%
+470.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.4% |
| 7D | -2.4% | +3.8% | -6.3% | -2.7% |
| 30D | -8.0% | +2.8% | -10.8% | -8.3% |
| 3M | -10.5% | -25.4% | +15.0% | -8.6% |
| 6M | -11.9% | -0.5% | -11.5% | -12.9% |
| YTD | -15.4% | +10.2% | -25.5% | -17.7% |
| 1Y | -14.2% | +53.9% | -68.1% | -20.6% |
| 3Y | +51.0% | -72.7% | +123.8% | +49.3% |
| 5Y | +126.5% | -91.4% | +217.9% | +142.9% |
| All | +528.8% | +58.4% | +470.4% | +370.6% |
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