+6.9%
PCOR vs TSLQ
-17.8%
+24.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +6.4% | +13.2% | +19.9% |
| 7D | +21.8% | +9.8% | +12.0% | +22.3% |
| 30D | +39.5% | -6.0% | +45.6% | +39.0% |
| 3M | +35.2% | -35.0% | +70.2% | +32.9% |
| 6M | +21.7% | -24.9% | +46.7% | +18.7% |
| YTD | +3.9% | -12.7% | +16.6% | +2.2% |
| 1Y | +6.9% | -21.0% | +27.9% | +5.2% |
| All | +6.9% | -17.8% | +24.7% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling