+210.6%
PWR vs TLN
+494.5%
-283.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.4% | +1.3% |
| 7D | +4.5% | +10.9% | -6.4% | +0.4% |
| 30D | -4.9% | -6.3% | +1.4% | -2.8% |
| 3M | -7.9% | -10.7% | +2.8% | -4.5% |
| 6M | +18.3% | +1.6% | +16.7% | +15.9% |
| YTD | +51.5% | -13.1% | +64.6% | +54.7% |
| 1Y | +70.3% | -15.1% | +85.4% | +74.6% |
| 3Y | +210.6% | +495.0% | -284.4% | +60.2% |
| All | +210.6% | +494.5% | -283.9% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling