-14.0%
TSCO vs PLUG
-72.4%
+58.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.3% | +0.8% |
| 7D | +1.7% | +8.1% | -6.5% | +1.5% |
| 30D | +2.8% | +3.7% | -0.9% | +2.7% |
| 3M | +17.9% | -29.2% | +47.0% | +18.7% |
| 6M | -28.6% | +6.1% | -34.7% | -28.9% |
| YTD | -28.0% | +14.7% | -42.8% | -28.7% |
| 1Y | -39.9% | +56.9% | -96.8% | -41.4% |
| 3Y | -14.0% | -71.6% | +57.6% | -13.2% |
| All | -14.0% | -72.4% | +58.4% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling