-91.9%
PLUG vs TSN
-22.4%
-69.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.1% |
| 7D | -0.9% | -6.3% | +5.4% | +1.5% |
| 30D | +3.3% | -10.8% | +14.1% | +8.0% |
| 3M | -39.7% | -8.8% | -31.0% | -38.2% |
| 6M | -12.5% | -16.8% | +4.3% | -7.1% |
| YTD | +10.2% | -10.0% | +20.1% | +11.4% |
| 1Y | +50.7% | -5.3% | +55.9% | +47.3% |
| 3Y | -74.5% | +8.5% | -83.0% | -78.6% |
| All | -91.9% | -22.4% | -69.5% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling