+373.1%
TSM vs PLUG
-74.3%
+447.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | 0.0% | +2.6% |
| 7D | +2.7% | -0.9% | +3.6% | +2.8% |
| 30D | +3.6% | +3.3% | +0.3% | +3.3% |
| 3M | -3.4% | -39.7% | +36.3% | +0.5% |
| 6M | +20.6% | -12.5% | +33.1% | +21.2% |
| YTD | +41.9% | +10.2% | +31.7% | +39.3% |
| 1Y | +84.4% | +50.7% | +33.7% | +75.9% |
| All | +373.1% | -74.3% | +447.3% | +365.8% |
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 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