+604.5%
TDG vs PLUG
-25.0%
+629.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.5% | +11.7% | +2.0% |
| 7D | +1.7% | -23.4% | +25.1% | +3.8% |
| 30D | +9.7% | -23.4% | +33.1% | +11.8% |
| 3M | -2.3% | -51.7% | +49.4% | +3.1% |
| 6M | +1.3% | -72.0% | +73.3% | +11.1% |
| YTD | -8.5% | -43.7% | +35.2% | -6.4% |
| 1Y | -8.1% | -55.4% | +47.3% | -4.5% |
| 3Y | +43.4% | -68.0% | +111.4% | +37.5% |
| 5Y | +127.8% | -97.4% | +225.2% | +174.6% |
| All | +604.5% | -25.0% | +629.5% | +453.7% |
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