+32.4%
PWR vs TDG
-5.9%
+38.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +0.7% | -12.4% | -11.8% |
| 7D | -4.4% | +7.1% | -11.4% | -6.0% |
| 30D | -15.1% | +11.4% | -26.4% | -17.3% |
| 3M | -16.2% | -4.6% | -11.7% | -15.9% |
| 6M | -23.3% | +5.8% | -29.2% | -25.5% |
| YTD | +37.6% | -8.5% | +46.1% | +33.1% |
| 1Y | +32.4% | -5.8% | +38.2% | +28.9% |
| All | +32.4% | -5.9% | +38.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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