+769.2%
TSEM vs PLUG
+6.6%
+762.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.4% | -2.6% | +3.9% |
| 7D | -17.5% | +5.8% | -23.3% | -18.0% |
| 30D | -44.7% | -18.5% | -26.1% | -43.2% |
| 3M | -38.9% | -30.0% | -8.9% | -36.0% |
| 6M | -36.7% | -56.2% | +19.5% | -29.6% |
| YTD | +17.0% | -26.4% | +43.4% | +21.0% |
| 1Y | +62.8% | -42.2% | +105.1% | +72.4% |
| 3Y | +471.3% | -76.8% | +548.1% | +490.0% |
| 5Y | +290.3% | -96.2% | +386.5% | +368.3% |
| All | +769.2% | +6.6% | +762.6% | +652.3% |
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