-97.6%
PLUG vs TCOM
+2,922.3%
-3,019.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +7.0% |
| 7D | +5.8% | +12.1% | -6.2% | +1.9% |
| 30D | -18.5% | +16.5% | -35.0% | -22.6% |
| 3M | -30.0% | -4.0% | -25.9% | -29.4% |
| 6M | -56.2% | -18.5% | -37.7% | -53.8% |
| YTD | -26.4% | -38.3% | +11.9% | -16.0% |
| 1Y | -42.2% | -36.6% | -5.6% | -34.7% |
| 3Y | -76.8% | +31.1% | -108.0% | -80.0% |
| 5Y | -96.2% | +47.6% | -143.8% | -97.0% |
| 10Y | +2.1% | +5.1% | -2.9% | -17.2% |
| All | -97.6% | +2,922.3% | -3,019.9% | -99.3% |
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