-41.1%
TSCO vs PLUG
+50.7%
-91.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -3.6% |
| 7D | -2.5% | +3.8% | -6.3% | -2.5% |
| 30D | -1.1% | +2.8% | -4.0% | -1.1% |
| 3M | +14.3% | -25.4% | +39.7% | +14.5% |
| 6M | -31.9% | -0.5% | -31.4% | -32.0% |
| YTD | -30.7% | +10.2% | -40.8% | -30.8% |
| 1Y | -41.1% | +53.9% | -95.0% | -40.0% |
| All | -41.1% | +50.7% | -91.8% | -40.0% |
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