+100.1%
TEM vs PCOR
+15.9%
+84.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.5% |
| 7D | +3.5% | +20.7% | -17.2% | -9.1% |
| 30D | +13.5% | +35.7% | -22.1% | -7.4% |
| 3M | +46.3% | +31.1% | +15.2% | +21.0% |
| 6M | +61.5% | +43.1% | +18.4% | +24.7% |
| YTD | +36.4% | +4.8% | +31.6% | +29.3% |
| 1Y | +12.2% | -3.7% | +15.9% | +13.9% |
| All | +100.1% | +15.9% | +84.2% | +58.6% |
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 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