+451.9%
PWR vs TTMI
+806.9%
-355.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.1% | -0.6% |
| 7D | +2.7% | +7.5% | -4.8% | +0.1% |
| 30D | -5.1% | -4.5% | -0.6% | -4.2% |
| 3M | -9.4% | -28.5% | +19.2% | -1.0% |
| 6M | +10.4% | +28.4% | -17.9% | -0.9% |
| YTD | +48.6% | +80.1% | -31.4% | +18.3% |
| 1Y | +68.0% | +161.0% | -93.0% | +17.5% |
| 3Y | +204.7% | +862.4% | -657.7% | +41.2% |
| 5Y | +451.9% | +812.9% | -361.0% | +153.7% |
| All | +451.9% | +806.9% | -355.0% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 5y: compounded portfolio wealth divided by compounded TTMI 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…
5y analysis · Full analysis span regression · 6 months rolling