+55.9%
TDG vs PLUG
-73.5%
+129.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | +0.3% |
| 7D | -2.0% | -0.9% | -1.1% | -2.0% |
| 30D | -7.4% | +3.3% | -10.7% | -7.4% |
| 3M | -5.4% | -39.7% | +34.3% | -4.8% |
| 6M | -11.6% | -12.5% | +0.9% | -11.6% |
| YTD | -12.6% | +10.2% | -22.8% | -12.9% |
| 1Y | -9.3% | +50.7% | -60.0% | -10.0% |
| All | +55.9% | -73.5% | +129.5% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling