+283.4%
TFC vs PLUG
-98.6%
+382.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.1% |
| 7D | +2.4% | -0.9% | +3.3% | +2.5% |
| 30D | -1.3% | +3.3% | -4.6% | -1.7% |
| 3M | +6.1% | -39.7% | +45.8% | +9.9% |
| 6M | +7.3% | -12.5% | +19.8% | +7.1% |
| YTD | +8.2% | +10.2% | -2.0% | +5.1% |
| 1Y | +14.4% | +50.7% | -36.3% | +6.6% |
| 3Y | +93.7% | -74.5% | +168.2% | +91.5% |
| 5Y | +16.4% | -91.8% | +108.2% | +21.5% |
| 10Y | +101.6% | +43.7% | +57.9% | +52.4% |
| All | +283.4% | -98.6% | +382.0% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling