+46.5%
TDG vs PCOR
+43.2%
+3.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | +0.4% | +22.2% | -21.8% | -2.0% |
| 30D | +10.0% | +36.0% | -26.0% | +5.9% |
| 3M | -0.5% | +34.0% | -34.5% | -4.3% |
| 6M | +0.3% | +43.5% | -43.2% | -4.7% |
| YTD | -8.3% | +5.1% | -13.5% | -9.2% |
| 1Y | -5.1% | -3.9% | -1.2% | -4.6% |
| 3Y | +46.5% | +52.9% | -6.4% | +40.6% |
| All | +46.5% | +43.2% | +3.3% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling