-18.2%
PLUG vs TCOM
+5.0%
-23.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.9% | -8.3% | -8.9% |
| 7D | -8.5% | -1.4% | -7.1% | -8.0% |
| 30D | -20.8% | +11.5% | -32.3% | -24.1% |
| 3M | -46.1% | -5.2% | -40.9% | -45.2% |
| 6M | -65.3% | -16.9% | -48.4% | -63.3% |
| YTD | -37.3% | -39.9% | +2.6% | -26.1% |
| 1Y | -54.8% | -42.1% | -12.7% | -45.9% |
| 3Y | -65.0% | +28.0% | -93.1% | -70.6% |
| 5Y | -97.1% | +40.4% | -137.5% | -97.9% |
| All | -18.2% | +5.0% | -23.2% | -40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling