+2,393.1%
PWR vs TFC
+98.5%
+2,294.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -0.2% | -2.5% | +2.3% | +0.9% |
| 30D | -7.7% | -2.8% | -4.9% | -6.6% |
| 3M | -4.9% | +2.1% | -7.1% | -6.4% |
| 6M | +9.7% | +10.1% | -0.4% | +4.2% |
| YTD | +46.7% | +5.4% | +41.3% | +41.4% |
| 1Y | +58.7% | +16.3% | +42.4% | +45.7% |
| 3Y | +200.7% | +95.9% | +104.9% | +109.6% |
| 5Y | +438.6% | +16.0% | +422.6% | +364.3% |
| All | +2,393.1% | +98.5% | +2,294.6% | +1,321.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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