+0.8%
TFC vs PCOR
-11.9%
+12.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +2.3% | +3.0% | -0.8% | +1.7% |
| 30D | +10.8% | +38.7% | -27.9% | +3.6% |
| 3M | -3.8% | +24.9% | -28.6% | -8.5% |
| 6M | +9.6% | +68.8% | -59.2% | -3.0% |
| YTD | +5.8% | +6.7% | -0.9% | +2.3% |
| 1Y | +16.2% | +3.0% | +13.2% | +13.2% |
| 3Y | +96.0% | +48.6% | +47.4% | +73.8% |
| All | +0.8% | -11.9% | +12.6% | -8.8% |
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