-87.8%
PLUG vs TSLQ
-97.0%
+9.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.0% | -9.1% | +5.6% |
| 7D | -0.9% | -5.8% | +4.9% | -2.0% |
| 30D | +3.3% | -22.1% | +25.4% | -1.3% |
| 3M | -39.7% | +10.1% | -49.8% | -35.4% |
| 6M | -12.5% | -6.8% | -5.7% | -7.8% |
| YTD | +10.2% | +8.5% | +1.6% | +22.0% |
| 1Y | +50.7% | -49.7% | +100.4% | +48.0% |
| 3Y | -74.5% | -95.6% | +21.1% | -80.0% |
| All | -87.8% | -97.0% | +9.2% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling