+20.0%
PLUG vs TCOM
+3.5%
+16.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.2% | +3.7% |
| 7D | +14.5% | +7.4% | +7.1% | +11.5% |
| 30D | -10.7% | +13.2% | -23.9% | -14.9% |
| 3M | -31.2% | -4.6% | -26.6% | -30.4% |
| 6M | -51.9% | -16.4% | -35.5% | -49.3% |
| YTD | -23.9% | -38.8% | +14.9% | -10.9% |
| 1Y | -43.4% | -37.3% | -6.1% | -34.5% |
| 3Y | -74.7% | +31.4% | -106.1% | -79.0% |
| 5Y | -96.3% | +45.5% | -141.8% | -97.3% |
| 10Y | +20.0% | +4.6% | +15.4% | -9.6% |
| All | +20.0% | +3.5% | +16.5% | -9.6% |
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