+84.6%
TXN vs PLUG
-97.5%
+182.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.5% | +7.6% | -1.7% |
| 7D | +9.5% | -23.4% | +32.9% | +12.4% |
| 30D | +8.7% | -23.4% | +32.2% | +11.6% |
| 3M | +11.6% | -51.7% | +63.3% | +19.8% |
| 6M | +0.1% | -72.0% | +72.1% | +12.9% |
| YTD | +78.8% | -43.7% | +122.5% | +85.8% |
| 1Y | +91.2% | -55.4% | +146.6% | +102.9% |
| 3Y | +125.8% | -68.0% | +193.8% | +120.1% |
| All | +84.6% | -97.5% | +182.1% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling