+8,390.6%
PWR vs TFC
+368.1%
+8,022.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +3.6% | +2.4% | +1.2% | +2.4% |
| 30D | -8.6% | -1.3% | -7.3% | -8.1% |
| 3M | -13.2% | +6.1% | -19.2% | -16.1% |
| 6M | +9.9% | +7.3% | +2.6% | +5.4% |
| YTD | +48.0% | +8.2% | +39.8% | +40.8% |
| 1Y | +66.2% | +14.4% | +51.7% | +53.3% |
| 3Y | +195.1% | +93.7% | +101.4% | +105.2% |
| 5Y | +442.6% | +16.4% | +426.2% | +359.5% |
| 10Y | +2,334.2% | +101.6% | +2,232.7% | +1,369.4% |
| All | +8,390.6% | +368.1% | +8,022.5% | +3,051.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling