+56.7%
TMO vs PCOR
-9.2%
+66.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.8% | +20.7% | -17.9% | -1.0% |
| 30D | +9.1% | +35.7% | -26.5% | +2.7% |
| 3M | +19.9% | +31.1% | -11.2% | +13.1% |
| 6M | +54.7% | +43.1% | +11.6% | +42.7% |
| YTD | +24.3% | +4.8% | +19.4% | +20.7% |
| 1Y | +25.0% | -3.7% | +28.7% | +23.5% |
| 3Y | +61.7% | +46.5% | +15.2% | +42.6% |
| 5Y | +16.2% | -17.3% | +33.5% | +1.8% |
| All | +56.7% | -9.2% | +66.0% | +37.4% |
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