+383.3%
TPR vs PLUG
+9.2%
+374.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.0% | +8.7% | +0.8% |
| 7D | +12.1% | -3.2% | +15.3% | +12.3% |
| 30D | +16.7% | -18.7% | +35.4% | +19.4% |
| 3M | -17.4% | -35.3% | +17.9% | -13.3% |
| 6M | +2.3% | -56.2% | +58.5% | +11.6% |
| YTD | +7.1% | -30.7% | +37.8% | +7.6% |
| 1Y | +29.5% | -46.7% | +76.2% | +34.2% |
| 3Y | +415.0% | -61.3% | +476.4% | +380.9% |
| 5Y | +261.5% | -96.6% | +358.1% | +352.3% |
| 10Y | +383.3% | +1.1% | +382.2% | +281.5% |
| All | +383.3% | +9.2% | +374.1% | +281.5% |
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