-14.4%
PCOR vs TSN
-11.4%
-3.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +22.7% | +4.6% | +18.1% | +21.6% |
| 30D | +37.5% | +15.4% | +22.0% | +33.4% |
| 3M | +35.2% | +2.9% | +32.3% | +34.2% |
| 6M | +42.2% | -10.8% | +53.0% | +45.3% |
| YTD | +3.6% | +4.5% | -0.9% | +2.0% |
| 1Y | -4.8% | +19.5% | -24.3% | -9.0% |
| 3Y | +48.3% | +42.2% | +6.1% | +33.1% |
| 5Y | -20.1% | -14.2% | -5.9% | -15.6% |
| All | -14.4% | -11.4% | -3.0% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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