+445.7%
PWR vs TCOM
+23.1%
+422.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.5% |
| 7D | +2.7% | -10.2% | +12.8% | +3.9% |
| 30D | -5.1% | -16.8% | +11.7% | -3.1% |
| 3M | -9.4% | -16.7% | +7.3% | -7.7% |
| 6M | +10.4% | -27.1% | +37.5% | +14.4% |
| YTD | +48.6% | -45.5% | +94.1% | +59.1% |
| 1Y | +68.0% | -45.9% | +113.9% | +79.9% |
| 3Y | +204.7% | +9.8% | +195.0% | +198.0% |
| All | +445.7% | +23.1% | +422.7% | +419.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling