+16.3%
TFC vs PLUG
-48.8%
+65.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.9% |
| 7D | +0.3% | +14.5% | -14.2% | +0.1% |
| 30D | +9.2% | -10.7% | +19.9% | +9.3% |
| 3M | -2.9% | -31.2% | +28.3% | -2.4% |
| 6M | +3.5% | -51.9% | +55.4% | +4.4% |
| YTD | +5.4% | -23.9% | +29.3% | +2.6% |
| All | +16.3% | -48.8% | +65.1% | +15.0% |
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