-91.9%
PLUG vs TCOM
+30.8%
-122.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.2% |
| 7D | -0.9% | -9.5% | +8.6% | +2.7% |
| 30D | +3.3% | -10.7% | +14.1% | +7.5% |
| 3M | -39.7% | -14.6% | -25.1% | -36.8% |
| 6M | -12.5% | -19.3% | +6.8% | -6.7% |
| YTD | +10.2% | -42.9% | +53.1% | +32.9% |
| 1Y | +50.7% | -43.8% | +94.5% | +82.4% |
| 3Y | -74.5% | +2.1% | -76.6% | -76.7% |
| All | -91.9% | +30.8% | -122.7% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling