+1,865.8%
PWR vs TMF
-83.0%
+1,948.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.1% | +9.3% | +9.4% |
| 7D | -4.8% | +0.6% | -5.4% | -4.7% |
| 30D | -16.2% | +16.3% | -32.5% | -14.7% |
| 3M | -11.9% | -2.7% | -9.3% | -11.9% |
| 6M | -20.6% | -13.2% | -7.4% | -21.5% |
| YTD | +40.3% | -16.7% | +56.9% | +38.1% |
| 1Y | +33.0% | -22.7% | +55.7% | +29.9% |
| 3Y | +250.0% | -26.1% | +276.1% | +246.7% |
| 5Y | +404.2% | -88.4% | +492.6% | +251.3% |
| 10Y | +1,865.8% | -81.8% | +1,947.7% | +1,618.2% |
| All | +1,865.8% | -83.0% | +1,948.8% | +1,618.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling