-42.1%
PLUG vs TCOM
-39.6%
-2.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.4% | +3.4% |
| 7D | +2.8% | +10.7% | -7.9% | +2.4% |
| 30D | -22.8% | +10.1% | -32.8% | -23.0% |
| 3M | -32.4% | -8.9% | -23.5% | -31.9% |
| 6M | -53.4% | -19.2% | -34.2% | -51.5% |
| YTD | -25.9% | -40.6% | +14.7% | -22.8% |
| 1Y | -42.1% | -39.0% | -3.0% | -40.9% |
| All | -42.1% | -39.6% | -2.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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