-99.1%
PLUG vs TSN
+515.0%
-614.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.7% |
| 7D | +5.8% | +4.6% | +1.2% | +3.9% |
| 30D | -18.5% | +15.4% | -34.0% | -23.3% |
| 3M | -30.0% | +2.9% | -32.9% | -31.1% |
| 6M | -56.2% | -10.8% | -45.4% | -54.8% |
| YTD | -26.4% | +4.5% | -30.9% | -29.4% |
| 1Y | -42.2% | +19.5% | -61.7% | -47.7% |
| 3Y | -76.8% | +42.2% | -119.0% | -80.9% |
| 5Y | -96.2% | -14.2% | -82.0% | -96.2% |
| 10Y | +2.1% | +15.4% | -13.3% | -11.8% |
| All | -99.1% | +515.0% | -614.1% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling