+17.0%
TFC vs PCOR
-2.3%
+19.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +1.2% | +22.7% | -21.5% | +0.5% |
| 30D | +8.3% | +37.5% | -29.1% | +7.3% |
| 3M | -5.2% | +35.2% | -40.4% | -6.1% |
| 6M | -0.8% | +42.2% | -43.0% | -2.0% |
| YTD | +3.4% | +3.6% | -0.1% | +5.7% |
| 1Y | +17.0% | -4.8% | +21.8% | +22.9% |
| All | +17.0% | -2.3% | +19.3% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling