+272.0%
TMUS vs PLUG
-95.8%
+367.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.5% | +8.4% | +1.3% |
| 7D | +9.0% | -4.9% | +14.0% | +9.2% |
| 30D | -3.2% | -27.4% | +24.2% | -1.7% |
| 3M | -6.9% | -35.7% | +28.8% | -4.9% |
| 6M | -16.4% | -59.3% | +42.9% | -12.9% |
| YTD | -19.6% | -31.5% | +11.8% | -19.5% |
| 1Y | -19.9% | -48.9% | +29.0% | -18.6% |
| 3Y | +14.5% | -79.6% | +94.1% | +13.9% |
| 5Y | +37.7% | -96.5% | +134.2% | +48.9% |
| 10Y | +242.2% | -4.9% | +247.2% | +162.7% |
| All | +272.0% | -95.8% | +367.8% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling