-91.8%
PLUG vs TSLQ
-97.3%
+5.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -8.4% | +15.8% | +5.5% |
| 7D | +5.8% | +19.7% | -13.8% | +11.3% |
| 30D | -18.5% | +4.1% | -22.7% | -16.6% |
| 3M | -30.0% | -30.9% | +0.9% | -33.6% |
| 6M | -56.2% | -13.6% | -42.6% | -54.2% |
| YTD | -26.4% | -2.6% | -23.8% | -18.9% |
| 1Y | -42.2% | -10.4% | -31.8% | -36.7% |
| 3Y | -76.8% | -96.4% | +19.5% | -83.1% |
| All | -91.8% | -97.3% | +5.5% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling