+655.5%
TSEM vs PLUG
-74.3%
+729.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.8% | +5.0% | +7.5% |
| 7D | +6.9% | -0.9% | +7.8% | +7.0% |
| 30D | +5.3% | +3.3% | +2.0% | +4.9% |
| 3M | -14.9% | -39.7% | +24.8% | -9.9% |
| 6M | +80.0% | -12.5% | +92.5% | +84.0% |
| YTD | +89.4% | +10.2% | +79.2% | +88.3% |
| 1Y | +253.1% | +50.7% | +202.4% | +235.1% |
| All | +655.5% | -74.3% | +729.7% | +638.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling