+80.5%
TSEM vs PLUG
-44.1%
+124.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.5% | -12.3% | -10.0% |
| 7D | -23.1% | +2.8% | -25.9% | -23.8% |
| 30D | -40.4% | -22.8% | -17.6% | -35.0% |
| 3M | -37.9% | -32.4% | -5.5% | -29.3% |
| 6M | -30.8% | -53.4% | +22.5% | -12.5% |
| YTD | +26.7% | -25.9% | +52.6% | +51.1% |
| 1Y | +80.5% | -42.1% | +122.5% | +127.5% |
| All | +80.5% | -44.1% | +124.5% | +127.5% |
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