+5.4%
TFC vs PLUG
-67.1%
+72.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.8% | +8.1% | -1.0% |
| 7D | +0.1% | -8.1% | +8.2% | -0.1% |
| 30D | +8.6% | -20.5% | +29.2% | +7.9% |
| 3M | -4.3% | -45.9% | +41.5% | -6.8% |
| 6M | +5.4% | -65.2% | +70.6% | +0.5% |
| All | +5.4% | -67.1% | +72.5% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling