-60.8%
PLUG vs TSN
+44.5%
-105.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -6.8% | -0.3% | -6.6% | -6.8% |
| 30D | -16.0% | +11.8% | -27.8% | -17.4% |
| 3M | -38.7% | +7.1% | -45.8% | -39.4% |
| 6M | -61.4% | -9.2% | -52.2% | -60.5% |
| YTD | -31.0% | +4.8% | -35.8% | -33.0% |
| 1Y | -46.2% | +11.6% | -57.9% | -49.2% |
| All | -60.8% | +44.5% | -105.3% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling