+42.0%
TMUS vs PLUG
-91.8%
+133.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -3.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +5.3% | +3.3% | +1.9% | +5.2% |
| 3M | +3.1% | -39.7% | +42.9% | +3.5% |
| 6M | -16.5% | -12.5% | -4.0% | -16.4% |
| YTD | -9.2% | +10.2% | -19.3% | -9.5% |
| 1Y | -26.5% | +50.7% | -77.2% | -27.5% |
| 3Y | +39.0% | -74.5% | +113.5% | +42.6% |
| All | +42.0% | -91.8% | +133.8% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling