+32.2%
PCOR vs TSLQ
-97.0%
+129.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +12.0% | -16.2% | -2.5% |
| 7D | -9.0% | -5.8% | -3.2% | -9.4% |
| 30D | +4.2% | -22.1% | +26.3% | +1.3% |
| 3M | +14.4% | +10.1% | +4.4% | +19.0% |
| 6M | +0.2% | -6.8% | +6.9% | +2.5% |
| YTD | -20.3% | +8.5% | -28.8% | -15.6% |
| 1Y | -16.1% | -49.7% | +33.6% | -20.2% |
| 3Y | -14.7% | -95.6% | +80.9% | -33.0% |
| All | +32.2% | -97.0% | +129.3% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling