+131.7%
TDG vs PCOR
-30.9%
+162.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.6% | +1.1% |
| 7D | -2.0% | -9.0% | +6.9% | -0.5% |
| 30D | -7.4% | +4.2% | -11.6% | -8.2% |
| 3M | -5.4% | +14.4% | -19.8% | -8.0% |
| 6M | -11.6% | +0.2% | -11.8% | -13.0% |
| YTD | -12.6% | -20.3% | +7.6% | -10.5% |
| 1Y | -9.3% | -16.1% | +6.8% | -8.5% |
| 3Y | +49.2% | -14.7% | +63.9% | +45.3% |
| 5Y | +132.1% | -43.2% | +175.3% | +121.6% |
| All | +131.7% | -30.9% | +162.6% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling