+66.2%
PWR vs TCOM
-42.5%
+108.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +3.6% | -9.5% | +13.1% | +4.5% |
| 30D | -8.6% | -10.7% | +2.1% | -7.7% |
| 3M | -13.2% | -14.6% | +1.5% | -11.3% |
| 6M | +9.9% | -19.3% | +29.2% | +13.8% |
| YTD | +48.0% | -42.9% | +91.0% | +60.2% |
| 1Y | +66.2% | -43.8% | +110.0% | +78.9% |
| All | +66.2% | -42.5% | +108.7% | +78.9% |
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