-99.1%
PLUG vs TSN
+521.3%
-620.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.7% | -9.7% | -9.3% |
| 7D | -3.2% | +5.8% | -9.0% | -5.4% |
| 30D | -18.7% | +12.8% | -31.6% | -22.8% |
| 3M | -35.3% | +6.5% | -41.8% | -37.3% |
| 6M | -56.2% | -10.3% | -46.0% | -54.9% |
| YTD | -30.7% | +5.5% | -36.2% | -33.8% |
| 1Y | -46.7% | +15.8% | -62.5% | -51.1% |
| 3Y | -61.3% | +42.5% | -103.9% | -68.0% |
| 5Y | -96.6% | -14.3% | -82.3% | -96.5% |
| 10Y | +1.1% | +18.2% | -17.1% | -13.2% |
| All | -99.1% | +521.3% | -620.5% | -99.5% |
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