+48.3%
PCOR vs TSLQ
-96.3%
+144.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +8.0% | -1.3% |
| 7D | +22.7% | +19.7% | +3.0% | +25.5% |
| 30D | +37.5% | +4.1% | +33.3% | +38.5% |
| 3M | +35.2% | -30.9% | +66.1% | +30.8% |
| 6M | +42.2% | -13.6% | +55.9% | +43.1% |
| YTD | +3.6% | -2.6% | +6.1% | +7.7% |
| 1Y | -4.8% | -10.4% | +5.7% | -1.4% |
| 3Y | +48.3% | -96.4% | +144.7% | +27.6% |
| All | +48.3% | -96.3% | +144.6% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling