+7.3%
TSEM vs PLUG
-99.1%
+106.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.4% | -2.6% | +4.1% |
| 7D | -17.5% | +5.8% | -23.3% | -17.9% |
| 30D | -44.7% | -18.5% | -26.1% | -43.4% |
| 3M | -38.9% | -30.0% | -8.9% | -36.5% |
| 6M | -36.7% | -56.2% | +19.5% | -30.8% |
| YTD | +17.0% | -26.4% | +43.4% | +19.9% |
| 1Y | +62.8% | -42.2% | +105.1% | +70.3% |
| 3Y | +471.3% | -76.8% | +548.1% | +484.4% |
| 5Y | +290.3% | -96.2% | +386.5% | +352.0% |
| 10Y | +790.1% | +2.1% | +788.0% | +572.0% |
| All | +7.3% | -99.1% | +106.4% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling