+2,521.4%
PWR vs TDG
+547.7%
+1,973.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +4.0% | +4.6% |
| 7D | +4.2% | -1.9% | +6.1% | +5.0% |
| 30D | -4.0% | -7.7% | +3.7% | -0.8% |
| 3M | -4.8% | -9.3% | +4.6% | -1.3% |
| 6M | +14.6% | -9.4% | +24.0% | +18.3% |
| YTD | +54.2% | -14.3% | +68.5% | +62.4% |
| 1Y | +67.1% | -11.8% | +78.9% | +73.5% |
| 3Y | +218.5% | +52.0% | +166.5% | +158.9% |
| 5Y | +466.3% | +128.8% | +337.4% | +283.8% |
| All | +2,521.4% | +547.7% | +1,973.8% | +1,157.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling