+384.1%
TPR vs PLUG
-0.7%
+384.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.5% | +14.6% | +8.0% |
| 7D | +13.9% | -4.9% | +18.8% | +14.4% |
| 30D | +14.9% | -27.4% | +42.3% | +19.4% |
| 3M | -15.4% | -35.7% | +20.3% | -11.1% |
| 6M | -4.5% | -59.3% | +54.9% | +5.5% |
| YTD | +6.0% | -31.5% | +37.5% | +6.8% |
| 1Y | +24.3% | -48.9% | +73.2% | +29.7% |
| 3Y | +412.8% | -79.6% | +492.4% | +420.1% |
| 5Y | +258.4% | -96.5% | +354.9% | +346.7% |
| All | +384.1% | -0.7% | +384.8% | +274.4% |
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