-13.1%
PCOR vs TCOM
+8.6%
-21.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +22.2% | +7.4% | +14.8% | +19.9% |
| 30D | +36.0% | +13.2% | +22.8% | +31.5% |
| 3M | +34.0% | -4.6% | +38.6% | +35.7% |
| 6M | +43.5% | -16.4% | +59.9% | +50.2% |
| YTD | +5.1% | -38.8% | +43.9% | +18.6% |
| 1Y | -3.9% | -37.3% | +33.4% | +7.6% |
| 3Y | +52.9% | +31.4% | +21.5% | +33.1% |
| 5Y | -18.7% | +45.5% | -64.2% | -38.8% |
| All | -13.1% | +8.6% | -21.7% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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