+1,780.5%
TMO vs PWR
+8,787.2%
-7,006.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.2% |
| 7D | +0.4% | +4.5% | -4.1% | -0.4% |
| 30D | +1.5% | -4.9% | +6.4% | +2.3% |
| 3M | +28.5% | -7.9% | +36.4% | +29.4% |
| 6M | +20.4% | +18.3% | +2.0% | +15.0% |
| YTD | +4.3% | +51.5% | -47.2% | -5.1% |
| 1Y | +24.1% | +70.3% | -46.2% | +10.2% |
| 3Y | +17.5% | +210.6% | -193.1% | -8.7% |
| 5Y | +6.8% | +456.7% | -449.9% | -26.3% |
| 10Y | +311.9% | +2,396.1% | -2,084.2% | +110.2% |
| All | +1,780.5% | +8,787.2% | -7,006.6% | +605.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling