-16.1%
PCOR vs TSLQ
-50.5%
+34.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +12.0% | -16.2% | -3.4% |
| 7D | -9.0% | -5.8% | -3.2% | -9.1% |
| 30D | +4.2% | -22.1% | +26.3% | +3.1% |
| 3M | +14.4% | +10.1% | +4.4% | +16.1% |
| 6M | +0.2% | -6.8% | +6.9% | 0.0% |
| YTD | -20.3% | +8.5% | -28.8% | -19.0% |
| 1Y | -16.1% | -49.7% | +33.6% | -15.2% |
| All | -16.1% | -50.5% | +34.4% | -15.2% |
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