+237.8%
TMUS vs PLUG
-25.0%
+262.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.5% | +9.9% | -0.3% |
| 7D | +4.9% | -23.4% | +28.3% | +5.8% |
| 30D | +7.7% | -23.4% | +31.2% | +8.5% |
| 3M | -6.8% | -51.7% | +45.0% | -4.7% |
| 6M | -9.7% | -72.0% | +62.3% | -6.1% |
| YTD | -15.0% | -43.7% | +28.7% | -14.4% |
| 1Y | -19.1% | -55.4% | +36.3% | -18.0% |
| 3Y | +21.4% | -68.0% | +89.4% | +18.1% |
| 5Y | +51.2% | -97.4% | +148.6% | +67.2% |
| All | +237.8% | -25.0% | +262.8% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling