+48.3%
PCOR vs TCOM
+30.2%
+18.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.7% |
| 7D | +22.7% | +12.1% | +10.7% | +19.5% |
| 30D | +37.5% | +16.5% | +21.0% | +32.7% |
| 3M | +35.2% | -4.0% | +39.2% | +36.2% |
| 6M | +42.2% | -18.5% | +60.8% | +48.1% |
| YTD | +3.6% | -38.3% | +41.9% | +13.5% |
| 1Y | -4.8% | -36.6% | +31.9% | +3.7% |
| 3Y | +48.3% | +31.1% | +17.2% | +48.7% |
| All | +48.3% | +30.2% | +18.1% | +48.7% |
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