-9.3%
TDG vs PCOR
-14.7%
+5.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.6% | +0.5% |
| 7D | -2.0% | -9.0% | +6.9% | -1.7% |
| 30D | -7.4% | +4.2% | -11.6% | -7.6% |
| 3M | -5.4% | +14.4% | -19.8% | -6.2% |
| 6M | -11.6% | +0.2% | -11.8% | -12.2% |
| YTD | -12.6% | -20.3% | +7.6% | -11.5% |
| 1Y | -9.3% | -16.1% | +6.8% | -9.0% |
| All | -9.3% | -14.7% | +5.3% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling