-55.4%
TSLL vs PLUG
-91.0%
+35.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.8% | -14.7% | -12.6% |
| 7D | +1.9% | -0.9% | +2.8% | +2.1% |
| 30D | +17.8% | +3.3% | +14.4% | +16.8% |
| 3M | -37.0% | -39.7% | +2.7% | -27.8% |
| 6M | -37.7% | -12.5% | -25.2% | -36.7% |
| YTD | -51.4% | +10.2% | -61.5% | -54.6% |
| 1Y | -23.4% | +50.7% | -74.1% | -37.3% |
| 3Y | -30.8% | -74.5% | +43.7% | -19.7% |
| All | -55.4% | -91.0% | +35.6% | -9.6% |
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