-47.3%
TE vs PLUG
-91.8%
+44.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.2% |
| 7D | -4.0% | -0.9% | -3.1% | -3.6% |
| 30D | -15.9% | +3.3% | -19.2% | -16.8% |
| 3M | -60.5% | -39.7% | -20.8% | -51.3% |
| 6M | -35.2% | -12.5% | -22.7% | -33.7% |
| YTD | -31.1% | +10.2% | -41.3% | -35.8% |
| 1Y | +148.6% | +50.7% | +98.0% | +90.2% |
| 3Y | -26.4% | -74.5% | +48.1% | -7.2% |
| All | -47.3% | -91.8% | +44.5% | +2.6% |
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