+328.6%
TMO vs PWR
+2,544.4%
-2,215.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | 0.0% |
| 7D | -0.6% | +4.2% | -4.8% | -1.6% |
| 30D | +1.1% | -4.0% | +5.2% | +1.8% |
| 3M | +28.3% | -4.8% | +33.1% | +28.5% |
| 6M | +23.3% | +14.6% | +8.6% | +17.0% |
| YTD | +5.5% | +54.2% | -48.8% | -7.3% |
| 1Y | +24.5% | +67.1% | -42.6% | +6.8% |
| 3Y | +19.6% | +218.5% | -198.9% | -16.7% |
| 5Y | +8.1% | +466.3% | -458.2% | -37.0% |
| All | +328.6% | +2,544.4% | -2,215.8% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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