+9.9%
TFC vs PCOR
-30.9%
+40.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.3% | +0.9% |
| 7D | +2.4% | -9.0% | +11.4% | +4.2% |
| 30D | -1.3% | +4.2% | -5.5% | -2.3% |
| 3M | +6.1% | +14.4% | -8.4% | +2.6% |
| 6M | +7.3% | +0.2% | +7.2% | +5.5% |
| YTD | +8.2% | -20.3% | +28.4% | +11.1% |
| 1Y | +14.4% | -16.1% | +30.6% | +15.7% |
| 3Y | +93.7% | -14.7% | +108.4% | +90.8% |
| 5Y | +16.4% | -43.2% | +59.6% | +11.1% |
| All | +9.9% | -30.9% | +40.9% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling