+234.7%
TMUS vs PLUG
+25.0%
+209.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.7% | +4.0% |
| 7D | +5.3% | +14.5% | -9.2% | +4.8% |
| 30D | +13.5% | -10.7% | +24.3% | +13.9% |
| 3M | -4.2% | -31.2% | +27.0% | -3.2% |
| 6M | -11.9% | -51.9% | +40.0% | -10.1% |
| YTD | -15.6% | -23.9% | +8.3% | -15.8% |
| 1Y | -16.8% | -43.4% | +26.6% | -16.2% |
| 3Y | +20.8% | -74.7% | +95.5% | +19.8% |
| 5Y | +48.0% | -96.3% | +144.4% | +61.4% |
| 10Y | +234.7% | +20.0% | +214.7% | +177.7% |
| All | +234.7% | +25.0% | +209.7% | +177.7% |
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