+41.0%
TMUS vs PLUG
-96.4%
+137.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.4% | -6.5% | +0.9% |
| 7D | +3.6% | +5.8% | -2.3% | +3.5% |
| 30D | -3.4% | -18.5% | +15.2% | -3.3% |
| 3M | -9.5% | -30.0% | +20.5% | -9.3% |
| 6M | -15.2% | -56.2% | +41.0% | -14.7% |
| YTD | -18.9% | -26.4% | +7.5% | -19.1% |
| 1Y | -17.7% | -42.2% | +24.5% | -17.6% |
| 3Y | +15.6% | -76.8% | +92.5% | +16.9% |
| All | +41.0% | -96.4% | +137.4% | +54.6% |
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