+2,396.1%
PWR vs TMF
-86.8%
+2,482.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +4.5% | +1.0% | +3.5% | +4.6% |
| 30D | -4.9% | -1.8% | -3.0% | -5.0% |
| 3M | -7.9% | -8.2% | +0.4% | -8.6% |
| 6M | +18.3% | -19.5% | +37.8% | +15.7% |
| YTD | +51.5% | -16.0% | +67.5% | +48.9% |
| 1Y | +70.3% | -22.5% | +92.8% | +66.1% |
| 3Y | +210.6% | -42.3% | +252.9% | +195.5% |
| 5Y | +456.7% | -87.7% | +544.4% | +295.0% |
| 10Y | +2,396.1% | -86.5% | +2,482.6% | +2,144.0% |
| All | +2,396.1% | -86.8% | +2,482.9% | +2,144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling