+55.9%
PLUG vs TSN
-9.5%
+65.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.5% | +3.4% |
| 7D | +8.1% | -5.0% | +13.2% | +10.5% |
| 30D | +3.7% | -9.1% | +12.8% | +7.9% |
| 3M | -29.2% | -7.4% | -21.7% | -27.4% |
| 6M | +6.1% | -13.4% | +19.5% | +11.1% |
| YTD | +14.7% | -8.5% | +23.2% | +16.2% |
| 1Y | +56.9% | -3.2% | +60.1% | +53.7% |
| 3Y | -71.6% | +11.5% | -83.1% | -74.9% |
| 5Y | -91.0% | -19.5% | -71.5% | -90.8% |
| 10Y | +55.9% | -9.1% | +65.0% | +42.4% |
| All | +55.9% | -9.5% | +65.4% | +42.4% |
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