-96.4%
PLUG vs TCOM
+2,694.8%
-2,791.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.1% |
| 7D | -0.9% | -9.5% | +8.6% | +2.3% |
| 30D | +3.3% | -10.7% | +14.1% | +7.0% |
| 3M | -39.7% | -14.6% | -25.1% | -37.2% |
| 6M | -12.5% | -19.3% | +6.8% | -7.4% |
| YTD | +10.2% | -42.9% | +53.1% | +29.4% |
| 1Y | +50.7% | -43.8% | +94.5% | +77.5% |
| 3Y | -74.5% | +2.1% | -76.6% | -76.1% |
| 5Y | -91.8% | +31.2% | -123.0% | -93.3% |
| 10Y | +43.7% | -13.9% | +57.6% | +24.4% |
| All | -96.4% | +2,694.8% | -2,791.2% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling