+6,284.0%
TMO vs PLUG
-99.3%
+6,383.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.5% | +10.6% | +0.8% |
| 7D | +0.8% | -23.4% | +24.2% | +2.6% |
| 30D | +4.0% | -23.4% | +27.5% | +5.8% |
| 3M | +17.6% | -51.7% | +69.3% | +23.3% |
| 6M | +57.3% | -72.0% | +129.2% | +70.3% |
| YTD | +21.2% | -43.7% | +64.8% | +23.5% |
| 1Y | +21.1% | -55.4% | +76.5% | +25.3% |
| 3Y | +58.8% | -68.0% | +126.8% | +55.8% |
| 5Y | +11.8% | -97.4% | +109.2% | +25.4% |
| 10Y | +376.2% | -24.5% | +400.7% | +281.3% |
| All | +6,284.0% | -99.3% | +6,383.3% | +4,157.1% |
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