+62.8%
TSEM vs PLUG
-45.5%
+108.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.4% | -2.6% | +2.2% |
| 7D | -17.5% | +5.8% | -23.3% | -19.0% |
| 30D | -44.7% | -18.5% | -26.1% | -40.7% |
| 3M | -38.9% | -30.0% | -8.9% | -31.2% |
| 6M | -36.7% | -56.2% | +19.5% | -19.6% |
| YTD | +17.0% | -26.4% | +43.4% | +41.0% |
| 1Y | +62.8% | -42.2% | +105.1% | +105.5% |
| All | +62.8% | -45.5% | +108.3% | +105.5% |
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