+16.2%
TFC vs PLUG
-53.4%
+69.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.0% | +8.9% | 0.0% |
| 7D | +1.7% | -3.2% | +4.9% | +1.8% |
| 30D | +9.0% | -18.7% | +27.8% | +9.3% |
| 3M | -2.1% | -35.3% | +33.2% | -1.5% |
| 6M | +3.4% | -56.2% | +59.6% | +4.4% |
| YTD | +5.3% | -30.7% | +36.0% | +2.6% |
| 1Y | +16.2% | -46.7% | +62.8% | +15.0% |
| All | +16.2% | -53.4% | +69.6% | +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