-1.4%
TFC vs PCOR
-22.6%
+21.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.1% | +23.7% | -22.6% | -3.3% |
| 30D | +7.8% | +39.0% | -31.2% | +0.7% |
| 3M | -4.8% | +35.8% | -40.5% | -11.0% |
| 6M | +1.8% | +38.2% | -36.4% | -5.9% |
| YTD | +4.4% | +3.9% | +0.5% | +1.5% |
| 1Y | +18.0% | +5.7% | +12.3% | +13.9% |
| 3Y | +85.2% | +44.8% | +40.4% | +65.1% |
| 5Y | -1.4% | -19.8% | +18.4% | -9.5% |
| All | -1.4% | -22.6% | +21.2% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling