-34.1%
PCOR vs TCOM
+1.2%
-35.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.0% |
| 7D | -9.0% | -9.5% | +0.6% | -6.5% |
| 30D | +4.2% | -10.7% | +14.9% | +7.4% |
| 3M | +14.4% | -14.6% | +29.0% | +19.0% |
| 6M | +0.2% | -19.3% | +19.5% | +5.8% |
| YTD | -20.3% | -42.9% | +22.7% | -8.3% |
| 1Y | -16.1% | -43.8% | +27.7% | -3.3% |
| 3Y | -14.7% | +2.1% | -16.8% | -20.3% |
| 5Y | -43.2% | +31.2% | -74.4% | -56.5% |
| All | -34.1% | +1.2% | -35.2% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling