+46.0%
PCOR vs TCOM
+28.1%
+17.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +20.7% | +6.5% | +14.2% | +18.9% |
| 30D | +35.7% | +13.3% | +22.4% | +31.7% |
| 3M | +31.1% | -6.5% | +37.5% | +32.9% |
| 6M | +43.1% | -16.3% | +59.5% | +48.2% |
| YTD | +4.8% | -38.7% | +43.5% | +15.2% |
| 1Y | -3.7% | -40.1% | +36.5% | +6.4% |
| All | +46.0% | +28.1% | +17.9% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling