-98.6%
PLUG vs TSN
+429.9%
-528.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 3M | -39.7% | -8.8% | -31.0% | -38.1% |
| 6M | -12.5% | -16.8% | +4.3% | -7.3% |
| YTD | +10.2% | -10.0% | +20.1% | +12.5% |
| 1Y | +50.7% | -5.3% | +55.9% | +50.1% |
| 3Y | -74.5% | +8.5% | -83.0% | -76.4% |
| 5Y | -91.8% | -22.9% | -68.9% | -91.3% |
| 10Y | +43.7% | -12.6% | +56.3% | +38.6% |
| All | -98.6% | +429.9% | -528.6% | -99.1% |
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