-79.7%
TE vs PLUG
-96.4%
+16.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.4% | -3.9% | +0.6% |
| 7D | -12.6% | +5.8% | -18.4% | -14.1% |
| 30D | -36.7% | -18.5% | -18.2% | -30.8% |
| 3M | -57.5% | -30.0% | -27.5% | -50.4% |
| 6M | -55.2% | -56.2% | +1.0% | -37.7% |
| YTD | -64.7% | -26.4% | -38.3% | -60.9% |
| 1Y | -35.9% | -42.2% | +6.4% | -23.6% |
| 3Y | -31.8% | -76.8% | +45.0% | -11.1% |
| All | -79.7% | -96.4% | +16.7% | -39.6% |
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