+288.4%
TEL vs PLUG
-16.2%
+304.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.8% | +8.1% | +0.1% |
| 7D | +5.6% | -8.1% | +13.7% | +6.3% |
| 30D | +0.9% | -20.5% | +21.4% | +3.0% |
| 3M | +2.1% | -45.9% | +47.9% | +7.9% |
| 6M | +2.7% | -65.2% | +67.9% | +12.4% |
| YTD | -3.2% | -37.1% | +33.8% | -1.3% |
| 1Y | -10.6% | -54.6% | +44.0% | -6.2% |
| 3Y | +79.8% | -64.9% | +144.7% | +73.5% |
| 5Y | +43.3% | -97.1% | +140.4% | +70.3% |
| All | +288.4% | -16.2% | +304.6% | +238.7% |
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