+58.4%
PLUG vs TCOM
-12.7%
+71.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -2.8% |
| 7D | +3.8% | -10.2% | +14.0% | +7.9% |
| 30D | +2.8% | -16.8% | +19.7% | +10.0% |
| 3M | -25.4% | -16.7% | -8.7% | -21.1% |
| 6M | -0.5% | -27.1% | +26.6% | +10.6% |
| YTD | +10.2% | -45.5% | +55.7% | +35.1% |
| 1Y | +53.9% | -45.9% | +99.8% | +88.8% |
| 3Y | -72.7% | +9.8% | -82.5% | -75.6% |
| 5Y | -91.4% | +23.8% | -115.2% | -93.3% |
| 10Y | +58.4% | -10.8% | +69.2% | +26.2% |
| All | +58.4% | -12.7% | +71.1% | +26.2% |
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