+322.0%
TSM vs PLUG
-78.4%
+400.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.4% | -1.1% | +5.6% |
| 7D | -7.6% | +5.8% | -13.4% | -8.0% |
| 30D | -20.5% | -18.5% | -2.0% | -19.0% |
| 3M | -10.0% | -30.0% | +20.0% | -7.2% |
| 6M | -10.1% | -56.2% | +46.1% | -4.1% |
| YTD | +24.5% | -26.4% | +50.9% | +26.8% |
| 1Y | +31.2% | -42.2% | +73.4% | +35.5% |
| 3Y | +322.0% | -76.8% | +398.8% | +315.0% |
| All | +322.0% | -78.4% | +400.3% | +315.0% |
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