+42.8%
TSM vs PLUG
-58.9%
+101.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -10.5% | +8.8% | +0.2% |
| 7D | +6.2% | -23.4% | +29.7% | +11.2% |
| 30D | -7.3% | -23.4% | +16.2% | -2.9% |
| 3M | -7.1% | -51.7% | +44.6% | +4.4% |
| 6M | +0.2% | -72.0% | +72.2% | +18.0% |
| YTD | +32.2% | -43.7% | +75.9% | +46.3% |
| 1Y | +42.8% | -55.4% | +98.2% | +59.2% |
| All | +42.8% | -58.9% | +101.7% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling