+1.5%
PLUG vs TSN
+12.5%
-11.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -9.0% |
| 7D | -2.8% | +5.8% | -8.7% | -5.4% |
| 30D | -18.5% | +12.8% | -31.3% | -23.1% |
| 3M | -35.1% | +6.5% | -41.5% | -37.3% |
| 6M | -56.1% | -10.3% | -45.8% | -54.4% |
| YTD | -30.5% | +5.5% | -36.0% | -34.2% |
| 1Y | -46.5% | +15.8% | -62.3% | -52.0% |
| 3Y | -61.2% | +42.5% | -103.7% | -69.8% |
| 5Y | -96.6% | -14.3% | -82.2% | -96.6% |
| 10Y | +1.5% | +18.2% | -16.7% | -19.6% |
| All | +1.5% | +12.5% | -11.0% | -19.6% |
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