0.0%
TFC vs PLUG
-96.6%
+96.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -1.2% | -7.2% | +6.0% | -0.7% |
| 30D | +7.8% | -16.4% | +24.1% | +9.2% |
| 3M | -3.0% | -39.0% | +36.0% | +0.7% |
| 6M | +5.8% | -61.5% | +67.3% | +13.4% |
| YTD | +5.3% | -31.2% | +36.5% | +5.5% |
| 1Y | +15.7% | -46.4% | +62.1% | +18.2% |
| 3Y | +94.8% | -61.6% | +156.4% | +83.9% |
| 5Y | 0.0% | -96.9% | +96.9% | +28.2% |
| All | 0.0% | -96.6% | +96.7% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling