+192.6%
TSCO vs PLUG
+48.6%
+144.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -3.4% |
| 7D | -2.5% | +3.8% | -6.3% | -2.7% |
| 30D | -1.1% | +2.8% | -4.0% | -1.3% |
| 3M | +14.3% | -25.4% | +39.7% | +16.0% |
| 6M | -31.9% | -0.5% | -31.4% | -32.5% |
| YTD | -30.7% | +10.2% | -40.8% | -32.1% |
| 1Y | -41.1% | +53.9% | -95.0% | -44.4% |
| 3Y | -17.1% | -72.7% | +55.6% | -17.7% |
| 5Y | -7.5% | -91.4% | +83.9% | -3.3% |
| 10Y | +192.6% | +58.4% | +134.2% | +143.3% |
| All | +192.6% | +48.6% | +144.0% | +143.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling