-3.0%
TFC vs PLUG
-96.4%
+93.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.4% | -8.3% | -1.5% |
| 7D | +1.2% | +5.8% | -4.6% | +0.6% |
| 30D | +8.3% | -18.5% | +26.9% | +10.0% |
| 3M | -5.2% | -30.0% | +24.8% | -2.7% |
| 6M | -0.8% | -56.2% | +55.4% | +5.1% |
| YTD | +3.4% | -26.4% | +29.8% | +3.1% |
| 1Y | +17.0% | -42.2% | +59.2% | +18.9% |
| 3Y | +86.2% | -76.8% | +163.0% | +88.1% |
| All | -3.0% | -96.4% | +93.4% | +20.3% |
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