+5,707.2%
TSM vs PLUG
-99.1%
+5,806.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.4% | -1.1% | +5.6% |
| 7D | -7.6% | +5.8% | -13.4% | -8.1% |
| 30D | -20.5% | -18.5% | -2.0% | -18.8% |
| 3M | -10.0% | -30.0% | +20.0% | -6.7% |
| 6M | -10.1% | -56.2% | +46.1% | -2.7% |
| YTD | +24.5% | -26.4% | +50.9% | +26.2% |
| 1Y | +31.2% | -42.2% | +73.4% | +35.6% |
| 3Y | +322.0% | -76.8% | +398.8% | +325.7% |
| 5Y | +245.3% | -96.2% | +341.5% | +300.0% |
| 10Y | +1,465.8% | +2.1% | +1,463.7% | +1,048.2% |
| All | +5,707.2% | -99.1% | +5,806.3% | +3,834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling