+25.0%
TMO vs PCOR
-4.6%
+29.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.8% | +20.7% | -17.9% | +0.5% |
| 30D | +9.1% | +35.7% | -26.5% | +5.1% |
| 3M | +19.9% | +31.1% | -11.2% | +15.8% |
| 6M | +54.7% | +43.1% | +11.6% | +47.3% |
| YTD | +24.3% | +4.8% | +19.4% | +25.5% |
| 1Y | +25.0% | -3.7% | +28.7% | +29.5% |
| All | +25.0% | -4.6% | +29.6% | +29.5% |
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 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