+91.2%
TXN vs PLUG
-53.4%
+144.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.0% | +10.6% | +2.9% |
| 7D | -3.8% | -3.2% | -0.6% | -3.4% |
| 30D | +6.4% | -18.7% | +25.2% | +9.3% |
| 3M | +7.7% | -35.3% | +43.0% | +13.7% |
| 6M | +5.5% | -56.2% | +61.7% | +15.8% |
| YTD | +77.0% | -30.7% | +107.7% | +85.2% |
| 1Y | +91.2% | -46.7% | +137.9% | +112.1% |
| All | +91.2% | -53.4% | +144.6% | +112.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling