+1,796.7%
PWR vs TT
+744.7%
+1,052.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -11.2% | +0.8% | -12.1% | -11.2% |
| 30D | -17.4% | -11.8% | -5.6% | -9.2% |
| 3M | -11.7% | -11.6% | -0.2% | -3.1% |
| 6M | -21.7% | -9.3% | -12.4% | -15.6% |
| YTD | +38.3% | +8.9% | +29.4% | +30.4% |
| 1Y | +29.6% | -2.2% | +31.8% | +32.1% |
| 3Y | +236.1% | +91.9% | +144.3% | +117.1% |
| 5Y | +406.3% | +136.0% | +270.3% | +174.2% |
| 10Y | +1,796.7% | +734.7% | +1,062.0% | +307.0% |
| All | +1,796.7% | +744.7% | +1,052.1% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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