-74.6%
PLUG vs TSN
+8.7%
-83.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | -0.9% | -6.3% | +5.4% | +0.3% |
| 30D | +3.3% | -10.8% | +14.1% | +5.7% |
| 3M | -39.7% | -8.8% | -31.0% | -39.0% |
| 6M | -12.5% | -16.8% | +4.3% | -9.7% |
| YTD | +10.2% | -10.0% | +20.1% | +9.7% |
| 1Y | +50.7% | -5.3% | +55.9% | +46.1% |
| All | -74.6% | +8.7% | -83.4% | -83.4% |
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 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