-3.8%
TSLL vs PLUG
-78.2%
+74.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.5% | -9.9% | -7.1% |
| 7D | -9.4% | +2.8% | -12.2% | -10.2% |
| 30D | +1.6% | -22.8% | +24.3% | +6.9% |
| 3M | +29.4% | -32.4% | +61.8% | +40.2% |
| 6M | -20.1% | -53.4% | +33.2% | -7.0% |
| YTD | -44.5% | -25.9% | -18.6% | -42.4% |
| 1Y | -46.0% | -42.1% | -3.9% | -41.6% |
| All | -3.8% | -78.2% | +74.4% | -4.3% |
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