-84.3%
TE vs PLUG
-97.5%
+13.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -10.5% | +7.4% | +1.1% |
| 7D | -19.1% | -23.4% | +4.4% | -10.0% |
| 30D | -34.1% | -23.4% | -10.7% | -26.2% |
| 3M | -60.1% | -51.7% | -8.4% | -46.1% |
| 6M | -66.0% | -72.0% | +6.0% | -43.1% |
| YTD | -71.4% | -43.7% | -27.8% | -64.8% |
| 1Y | -45.3% | -55.4% | +10.1% | -27.2% |
| 3Y | +9.1% | -68.0% | +77.2% | +16.5% |
| All | -84.3% | -97.5% | +13.1% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling