-78.9%
TE vs PLUG
-66.5%
-12.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.0% | -0.6% | -6.9% |
| 7D | -26.9% | -3.2% | -23.7% | -25.9% |
| 30D | -38.9% | -18.7% | -20.2% | -34.5% |
| 3M | -61.0% | -35.3% | -25.7% | -55.1% |
| 6M | -66.4% | -56.2% | -10.1% | -56.7% |
| YTD | -69.0% | -30.7% | -38.3% | -65.6% |
| 1Y | -54.0% | -46.7% | -7.3% | -45.7% |
| 3Y | +38.0% | -61.3% | +99.3% | +45.6% |
| 5Y | -81.0% | -96.6% | +15.6% | -68.6% |
| All | -78.9% | -66.5% | -12.4% | -66.2% |
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 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