+32.4%
PWR vs TCOM
-39.6%
+72.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +3.2% | -14.8% | -11.7% |
| 7D | -4.4% | +10.7% | -15.0% | -4.5% |
| 30D | -15.1% | +10.1% | -25.1% | -15.3% |
| 3M | -16.2% | -8.9% | -7.4% | -15.3% |
| 6M | -23.3% | -19.2% | -4.2% | -20.2% |
| YTD | +37.6% | -40.6% | +78.2% | +46.5% |
| 1Y | +32.4% | -39.0% | +71.4% | +39.6% |
| All | +32.4% | -39.6% | +72.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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