+8,254.5%
PWR vs TCOM
+2,868.4%
+5,386.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | +11.3% | -1.8% | +13.1% | +11.7% |
| 30D | -8.9% | +12.1% | -20.9% | -11.5% |
| 3M | -10.5% | -3.2% | -7.3% | -10.4% |
| 6M | -22.2% | -16.6% | -5.5% | -19.9% |
| YTD | +42.7% | -39.4% | +82.1% | +57.0% |
| 1Y | +41.1% | -41.5% | +82.6% | +56.3% |
| 3Y | +242.7% | +24.4% | +218.4% | +208.5% |
| 5Y | +418.5% | +41.6% | +376.9% | +317.5% |
| 10Y | +1,855.0% | +6.5% | +1,848.4% | +1,463.7% |
| All | +8,254.5% | +2,868.4% | +5,386.1% | +2,595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling