-48.5%
TE vs PLUG
-44.6%
-3.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +4.1% | +5.9% | +8.8% |
| 7D | +18.2% | +8.1% | +10.1% | +15.7% |
| 30D | -13.5% | +3.7% | -17.2% | -14.2% |
| 3M | -44.6% | -29.2% | -15.4% | -38.1% |
| 6M | -24.7% | +6.1% | -30.8% | -27.0% |
| YTD | -24.3% | +14.7% | -39.0% | -28.3% |
| 1Y | +155.6% | +56.9% | +98.6% | +111.5% |
| 3Y | -18.3% | -71.6% | +53.4% | -9.0% |
| 5Y | -41.3% | -91.0% | +49.8% | -19.3% |
| All | -48.5% | -44.6% | -3.9% | -29.4% |
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