-14.4%
PCOR vs TCOM
+9.4%
-23.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.7% |
| 7D | +22.7% | +12.1% | +10.7% | +19.0% |
| 30D | +37.5% | +16.5% | +21.0% | +31.9% |
| 3M | +35.2% | -4.0% | +39.2% | +36.7% |
| 6M | +42.2% | -18.5% | +60.8% | +49.8% |
| YTD | +3.6% | -38.3% | +41.9% | +16.6% |
| 1Y | -4.8% | -36.6% | +31.9% | +6.4% |
| 3Y | +48.3% | +31.1% | +17.2% | +29.2% |
| 5Y | -20.1% | +47.6% | -67.7% | -40.0% |
| All | -14.4% | +9.4% | -23.8% | -34.6% |
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