-5.9%
TSCO vs PLUG
-96.6%
+90.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.7% | +8.9% | +0.7% |
| 7D | +6.8% | -2.8% | +9.7% | +6.9% |
| 30D | +11.3% | -18.5% | +29.7% | +12.3% |
| 3M | +9.1% | -35.1% | +44.1% | +11.2% |
| 6M | +24.2% | -56.1% | +80.3% | +28.5% |
| YTD | -23.5% | -30.5% | +6.9% | -23.4% |
| 1Y | -30.8% | -46.5% | +15.7% | -29.7% |
| 3Y | +0.1% | -61.2% | +61.3% | -2.9% |
| All | -5.9% | -96.6% | +90.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling