-51.7%
TSLL vs PLUG
-94.4%
+42.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.0% | +9.9% | +3.4% |
| 7D | -11.0% | -3.2% | -7.8% | -9.9% |
| 30D | -5.3% | -18.7% | +13.5% | +0.3% |
| 3M | +20.8% | -35.3% | +56.1% | +36.1% |
| 6M | -36.0% | -56.2% | +20.3% | -20.1% |
| YTD | -47.3% | -30.7% | -16.6% | -44.1% |
| 1Y | -48.4% | -46.7% | -1.8% | -41.8% |
| 3Y | -5.4% | -61.3% | +55.9% | -12.0% |
| All | -51.7% | -94.4% | +42.7% | +11.2% |
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 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