-16.3%
TMUS vs PLUG
-48.8%
+32.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.7% | +4.4% |
| 7D | +5.3% | +14.5% | -9.2% | +6.5% |
| 30D | +13.5% | -10.7% | +24.3% | +13.0% |
| 3M | -4.2% | -31.2% | +27.0% | -6.1% |
| 6M | -11.9% | -51.9% | +40.0% | -14.2% |
| YTD | -15.6% | -23.9% | +8.3% | -15.5% |
| All | -16.3% | -48.8% | +32.5% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling