+469.9%
TXN vs PLUG
+9.2%
+460.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.0% | +10.6% | +2.5% |
| 7D | -3.8% | -3.2% | -0.6% | -3.5% |
| 30D | +6.4% | -18.7% | +25.2% | +8.6% |
| 3M | +7.7% | -35.3% | +43.0% | +12.2% |
| 6M | +5.5% | -56.2% | +61.7% | +13.8% |
| YTD | +77.0% | -30.7% | +107.7% | +79.9% |
| 1Y | +91.2% | -46.7% | +137.9% | +98.9% |
| 3Y | +121.5% | -61.3% | +182.9% | +112.8% |
| 5Y | +84.9% | -96.6% | +181.5% | +118.3% |
| 10Y | +469.9% | +1.1% | +468.8% | +376.9% |
| All | +469.9% | +9.2% | +460.7% | +376.9% |
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