+71.0%
TXN vs PLUG
-73.7%
+144.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.6% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | -6.9% | +3.3% | -10.3% | -7.2% |
| 3M | -14.9% | -39.7% | +24.8% | -12.2% |
| 6M | +29.0% | -12.5% | +41.5% | +29.5% |
| YTD | +51.5% | +10.2% | +41.3% | +49.2% |
| 1Y | +41.6% | +50.7% | -9.1% | +34.8% |
| All | +71.0% | -73.7% | +144.7% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling