+20.0%
PLUG vs TSN
+13.2%
+6.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +14.5% | +4.9% | +9.6% | +12.0% |
| 30D | -10.7% | +12.1% | -22.8% | -15.4% |
| 3M | -31.2% | +4.1% | -35.3% | -32.8% |
| 6M | -51.9% | -10.9% | -41.0% | -50.0% |
| YTD | -23.9% | +4.8% | -28.7% | -27.7% |
| 1Y | -43.4% | +17.6% | -61.0% | -49.6% |
| 3Y | -74.7% | +43.2% | -117.9% | -80.4% |
| 5Y | -96.3% | -13.9% | -82.4% | -96.3% |
| 10Y | +20.0% | +11.8% | +8.2% | -3.6% |
| All | +20.0% | +13.2% | +6.8% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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