+48.9%
PCOR vs TMF
-25.2%
+74.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +23.7% | +2.7% | +21.0% | +23.4% |
| 30D | +39.0% | +19.3% | +19.7% | +36.5% |
| 3M | +35.8% | -3.7% | +39.4% | +36.1% |
| 6M | +38.2% | -11.3% | +49.6% | +39.5% |
| YTD | +3.9% | -16.6% | +20.5% | +5.4% |
| 1Y | +5.7% | -21.1% | +26.8% | +7.6% |
| All | +48.9% | -25.2% | +74.1% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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