+17,347.5%
TSCO vs PLUG
-98.6%
+17,446.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +1.0% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | +5.5% | +3.3% | +2.1% | +5.2% |
| 3M | +20.0% | -39.7% | +59.7% | +22.9% |
| 6M | -29.8% | -12.5% | -17.3% | -29.9% |
| YTD | -28.7% | +10.2% | -38.8% | -30.0% |
| 1Y | -40.9% | +50.7% | -91.6% | -43.7% |
| 3Y | -15.9% | -74.5% | +58.6% | -16.7% |
| 5Y | -3.5% | -91.8% | +88.3% | -0.8% |
| 10Y | +142.2% | +43.7% | +98.5% | +97.0% |
| All | +17,347.5% | -98.6% | +17,446.1% | +13,026.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling