+229.8%
PWR vs TLN
+683.0%
-453.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.2% | +2.1% | +6.4% |
| 7D | -4.8% | +9.1% | -13.8% | -7.6% |
| 30D | -16.2% | -4.1% | -12.1% | -14.5% |
| 3M | -11.9% | +4.4% | -16.4% | -13.5% |
| 6M | -20.6% | -6.0% | -14.6% | -19.5% |
| YTD | +40.3% | -3.1% | +43.4% | +37.7% |
| 1Y | +33.0% | -6.1% | +39.1% | +31.9% |
| 3Y | +250.0% | +575.3% | -325.3% | +81.6% |
| All | +229.8% | +683.0% | -453.2% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling