+1,301.0%
TSEM vs PLUG
+56.9%
+1,244.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.3% | -1.6% |
| 7D | +10.4% | +8.1% | +2.3% | +9.4% |
| 30D | -12.9% | +3.7% | -16.6% | -13.4% |
| 3M | -9.2% | -29.2% | +20.0% | -5.3% |
| 6M | +98.8% | +6.1% | +92.7% | +98.2% |
| YTD | +87.2% | +14.7% | +72.5% | +83.0% |
| 1Y | +239.0% | +56.9% | +182.0% | +213.1% |
| 3Y | +679.5% | -71.6% | +751.1% | +679.1% |
| 5Y | +667.3% | -91.0% | +758.3% | +726.7% |
| 10Y | +1,301.0% | +55.9% | +1,245.2% | +1,026.6% |
| All | +1,301.0% | +56.9% | +1,244.1% | +1,026.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling