+57.3%
TMO vs PLUG
-69.2%
+126.4%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.5% | +10.6% | +0.6% |
| 7D | +0.8% | -23.4% | +24.2% | +1.9% |
| 30D | +4.0% | -23.4% | +27.5% | +4.9% |
| 3M | +17.6% | -51.7% | +69.3% | +16.5% |
| 6M | +57.3% | -72.0% | +129.2% | +53.3% |
| All | +57.3% | -69.2% | +126.4% | +53.3% |
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 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