+81.0%
TEL vs PCOR
+50.0%
+31.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +4.5% | +3.0% | +1.5% | +4.0% |
| 30D | +2.9% | +38.7% | -35.8% | -3.2% |
| 3M | +1.1% | +24.9% | -23.7% | -3.2% |
| 6M | +5.0% | +68.8% | -63.8% | -6.2% |
| YTD | -3.9% | +6.7% | -10.6% | -5.2% |
| 1Y | -7.4% | +3.0% | -10.4% | -7.7% |
| 3Y | +81.0% | +48.6% | +32.4% | +53.2% |
| All | +81.0% | +50.0% | +31.0% | +53.2% |
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