-55.2%
TE vs PLUG
-56.5%
+1.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.4% | -3.9% | -2.5% |
| 7D | -12.6% | +5.8% | -18.4% | -15.9% |
| 30D | -36.7% | -18.5% | -18.2% | -25.6% |
| 3M | -57.5% | -30.0% | -27.5% | -43.7% |
| 6M | -55.2% | -56.2% | +1.0% | -27.9% |
| All | -55.2% | -56.5% | +1.2% | -27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling