+263.4%
TSM vs PLUG
-96.5%
+359.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.0% | +11.0% | +3.1% |
| 7D | -2.1% | -3.2% | +1.1% | -1.7% |
| 30D | -12.5% | -18.7% | +6.2% | -10.4% |
| 3M | -5.0% | -35.3% | +30.3% | -0.2% |
| 6M | -3.2% | -56.2% | +53.0% | +5.8% |
| YTD | +31.5% | -30.7% | +62.2% | +34.7% |
| 1Y | +35.7% | -46.7% | +82.4% | +42.5% |
| 3Y | +323.5% | -61.3% | +384.8% | +312.6% |
| 5Y | +263.4% | -96.6% | +360.0% | +384.7% |
| All | +263.4% | -96.5% | +359.8% | +384.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling