+130.0%
PWR vs TEM
+53.2%
+76.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -1.3% |
| 7D | +2.7% | -1.1% | +3.7% | +2.8% |
| 30D | -5.1% | +11.3% | -16.4% | -6.9% |
| 3M | -9.4% | +25.5% | -34.9% | -12.8% |
| 6M | +10.4% | +17.1% | -6.7% | +6.4% |
| YTD | +48.6% | +3.8% | +44.9% | +44.9% |
| 1Y | +68.0% | -24.4% | +92.4% | +69.1% |
| All | +130.0% | +53.2% | +76.8% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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