+76.9%
PCOR vs TSLQ
-97.8%
+174.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +1.0% |
| 7D | +3.0% | -16.8% | +19.9% | +0.6% |
| 30D | +38.7% | -18.0% | +56.6% | +35.5% |
| 3M | +24.9% | -34.5% | +59.3% | +19.2% |
| 6M | +68.8% | -8.9% | +77.7% | +72.4% |
| YTD | +6.7% | -19.0% | +25.7% | +9.1% |
| 1Y | +3.0% | -38.2% | +41.2% | +1.2% |
| 3Y | +48.6% | -96.9% | +145.5% | +9.4% |
| All | +76.9% | -97.8% | +174.7% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling