-87.3%
PLUG vs TSLQ
-97.3%
+10.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.0% | +12.1% | +2.3% |
| 7D | +8.1% | -8.6% | +16.7% | +6.2% |
| 30D | +3.7% | -24.9% | +28.6% | -1.8% |
| 3M | -29.2% | -1.5% | -27.6% | -26.3% |
| 6M | +6.1% | -18.1% | +24.2% | +8.6% |
| YTD | +14.7% | -0.1% | +14.8% | +24.8% |
| 1Y | +56.9% | -51.4% | +108.3% | +53.0% |
| 3Y | -71.6% | -95.9% | +24.3% | -77.9% |
| All | -87.3% | -97.3% | +10.0% | -89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling