+356.2%
TPR vs PLUG
-25.0%
+381.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.5% | +10.3% | +1.2% |
| 7D | -0.3% | -23.4% | +23.2% | +3.0% |
| 30D | +15.1% | -23.4% | +38.6% | +18.6% |
| 3M | +3.5% | -51.7% | +55.3% | +12.7% |
| 6M | +0.4% | -72.0% | +72.4% | +16.3% |
| YTD | +4.6% | -43.7% | +48.3% | +7.8% |
| 1Y | +33.1% | -55.4% | +88.5% | +40.9% |
| 3Y | +396.0% | -68.0% | +464.0% | +373.6% |
| 5Y | +230.3% | -97.4% | +327.7% | +327.6% |
| All | +356.2% | -25.0% | +381.2% | +279.9% |
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