+855.7%
TXN vs PLUG
-98.6%
+954.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | -14.9% | -39.7% | +24.8% | -11.3% |
| 6M | +29.0% | -12.5% | +41.5% | +29.4% |
| YTD | +51.5% | +10.2% | +41.3% | +47.7% |
| 1Y | +41.6% | +50.7% | -9.1% | +31.9% |
| 3Y | +65.8% | -74.5% | +140.3% | +64.6% |
| 5Y | +56.8% | -91.8% | +148.6% | +65.1% |
| 10Y | +387.5% | +43.7% | +343.8% | +263.4% |
| All | +855.7% | -98.6% | +954.3% | +532.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling