+1,643.1%
TSM vs PLUG
-25.0%
+1,668.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -10.5% | +8.8% | -0.5% |
| 7D | +6.2% | -23.4% | +29.7% | +9.3% |
| 30D | -7.3% | -23.4% | +16.2% | -4.6% |
| 3M | -7.1% | -51.7% | +44.6% | +0.5% |
| 6M | +0.2% | -72.0% | +72.2% | +14.6% |
| YTD | +32.2% | -43.7% | +75.9% | +38.2% |
| 1Y | +42.8% | -55.4% | +98.2% | +52.4% |
| 3Y | +330.4% | -68.0% | +398.4% | +326.9% |
| 5Y | +263.9% | -97.4% | +361.4% | +350.8% |
| All | +1,643.1% | -25.0% | +1,668.1% | +1,411.9% |
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