-29.4%
TSCO vs PLUG
-44.1%
+14.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +4.2% |
| 7D | +15.7% | +2.8% | +12.9% | +15.7% |
| 30D | +16.4% | -22.8% | +39.2% | +17.0% |
| 3M | +11.2% | -32.4% | +43.6% | +12.0% |
| 6M | +14.9% | -53.4% | +68.3% | +16.1% |
| YTD | -25.4% | -25.9% | +0.5% | -26.3% |
| 1Y | -29.4% | -42.1% | +12.7% | -29.0% |
| All | -29.4% | -44.1% | +14.7% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · 6 months rolling