+244.6%
TMUS vs PLUG
-2.2%
+246.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +1.8% |
| 7D | +8.2% | -6.8% | +15.0% | +8.4% |
| 30D | +13.4% | -16.0% | +29.4% | +13.9% |
| 3M | -3.0% | -38.7% | +35.7% | -1.6% |
| 6M | -8.8% | -61.4% | +52.6% | -6.1% |
| YTD | -13.8% | -31.0% | +17.1% | -13.9% |
| 1Y | -17.1% | -46.2% | +29.2% | -16.4% |
| 3Y | +22.7% | -61.5% | +84.1% | +18.7% |
| 5Y | +52.8% | -96.9% | +149.7% | +68.0% |
| 10Y | +244.6% | -7.5% | +252.1% | +194.3% |
| All | +244.6% | -2.2% | +246.8% | +194.3% |
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