+5.5%
TEM vs PLUG
-45.5%
+51.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.4% | +0.6% | +6.1% |
| 7D | +5.3% | +5.8% | -0.5% | +3.7% |
| 30D | +8.1% | -18.5% | +26.6% | +13.3% |
| 3M | +64.9% | -30.0% | +94.8% | +79.6% |
| 6M | +42.1% | -56.2% | +98.3% | +64.6% |
| YTD | +28.8% | -26.4% | +55.2% | +33.2% |
| 1Y | +5.5% | -42.2% | +47.7% | +11.4% |
| All | +5.5% | -45.5% | +51.0% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling