+67.6%
TEL vs PLUG
-72.4%
+140.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -2.0% |
| 7D | -1.4% | +8.1% | -9.6% | -1.9% |
| 30D | -4.9% | +3.7% | -8.5% | -5.1% |
| 3M | +0.1% | -29.2% | +29.2% | +1.9% |
| 6M | +0.4% | +6.1% | -5.7% | -0.8% |
| YTD | -8.9% | +14.7% | -23.6% | -10.8% |
| 1Y | -0.3% | +56.9% | -57.3% | -5.1% |
| 3Y | +67.6% | -71.6% | +139.2% | +66.8% |
| All | +67.6% | -72.4% | +140.1% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling