+76.0%
PCOR vs TSLQ
-97.9%
+173.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | -0.9% |
| 7D | +2.2% | -26.6% | +28.7% | -2.0% |
| 30D | +37.4% | -17.5% | +55.0% | +34.4% |
| 3M | +33.2% | -41.7% | +74.9% | +25.1% |
| 6M | +60.6% | -16.9% | +77.5% | +61.7% |
| YTD | +6.2% | -21.9% | +28.1% | +8.0% |
| 1Y | -1.1% | -32.5% | +31.4% | -1.1% |
| 3Y | +48.4% | -97.2% | +145.6% | +7.1% |
| All | +76.0% | -97.9% | +173.9% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling