+2,521.4%
PWR vs TD
+306.3%
+2,215.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.5% | +4.7% |
| 7D | +4.2% | -0.5% | +4.7% | +4.6% |
| 30D | -4.0% | -1.9% | -2.1% | -2.8% |
| 3M | -4.8% | +4.8% | -9.5% | -7.9% |
| 6M | +14.6% | +28.0% | -13.3% | -3.7% |
| YTD | +54.2% | +30.3% | +23.9% | +27.7% |
| 1Y | +67.1% | +59.8% | +7.3% | +19.6% |
| 3Y | +218.5% | +124.7% | +93.8% | +74.4% |
| 5Y | +466.3% | +127.0% | +339.3% | +196.9% |
| All | +2,521.4% | +306.3% | +2,215.1% | +792.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling