+1,709.2%
TSM vs PLUG
+43.7%
+1,665.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | 0.0% | +2.5% |
| 7D | +2.7% | -0.9% | +3.6% | +2.8% |
| 30D | +3.6% | +3.3% | +0.3% | +3.2% |
| 3M | -3.4% | -39.7% | +36.3% | +1.9% |
| 6M | +20.6% | -12.5% | +33.1% | +21.2% |
| YTD | +41.9% | +10.2% | +31.7% | +37.9% |
| 1Y | +84.4% | +50.7% | +33.7% | +70.2% |
| 3Y | +380.2% | -74.5% | +454.7% | +382.4% |
| 5Y | +275.3% | -91.8% | +367.1% | +308.8% |
| All | +1,709.2% | +43.7% | +1,665.5% | +1,364.8% |
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