-42.1%
PLUG vs TSLQ
-17.8%
-24.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -2.9% | +4.9% |
| 7D | +2.8% | +9.8% | -7.0% | +4.8% |
| 30D | -22.8% | -6.0% | -16.7% | -23.4% |
| 3M | -32.4% | -35.0% | +2.6% | -37.1% |
| 6M | -53.4% | -24.9% | -28.4% | -52.9% |
| YTD | -25.9% | -12.7% | -13.2% | -21.2% |
| 1Y | -42.1% | -21.0% | -21.1% | -37.8% |
| All | -42.1% | -17.8% | -24.3% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling