+109.8%
TEM vs PCOR
+16.2%
+93.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.5% | +9.5% | +10.2% |
| 7D | +7.6% | +22.2% | -14.6% | -6.2% |
| 30D | +19.0% | +36.0% | -17.0% | -3.1% |
| 3M | +62.2% | +34.0% | +28.2% | +32.3% |
| 6M | +69.4% | +43.5% | +25.8% | +30.5% |
| YTD | +43.0% | +5.1% | +37.9% | +35.4% |
| 1Y | +18.0% | -3.9% | +21.9% | +20.1% |
| All | +109.8% | +16.2% | +93.6% | +66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling