+28.1%
PCOR vs TSLQ
-97.3%
+125.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.0% | +4.8% | -4.3% |
| 7D | -6.9% | -8.6% | +1.6% | -7.9% |
| 30D | -1.5% | -24.9% | +23.3% | -4.8% |
| 3M | +18.5% | -1.5% | +20.0% | +21.0% |
| 6M | -4.7% | -18.1% | +13.4% | -4.3% |
| YTD | -22.8% | -0.1% | -22.7% | -19.2% |
| 1Y | -20.7% | -51.4% | +30.6% | -24.8% |
| 3Y | -14.6% | -95.9% | +81.4% | -33.4% |
| All | +28.1% | -97.3% | +125.3% | +0.3% |
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