+299.0%
TSEM vs PLUG
-97.5%
+396.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -10.5% | +3.5% | -5.5% |
| 7D | +7.0% | -23.4% | +30.4% | +11.0% |
| 30D | -29.8% | -23.4% | -6.3% | -27.0% |
| 3M | -41.9% | -51.7% | +9.8% | -35.8% |
| 6M | -45.8% | -72.0% | +26.2% | -36.0% |
| YTD | +25.1% | -43.7% | +68.8% | +35.5% |
| 1Y | +48.2% | -55.4% | +103.7% | +64.1% |
| 3Y | +476.5% | -68.0% | +544.5% | +491.4% |
| All | +299.0% | -97.5% | +396.5% | +425.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling