+27.0%
TMO vs PCOR
-24.1%
+51.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -2.5% | -12.2% | +9.7% | -1.0% |
| 30D | -0.3% | -9.4% | +9.1% | +0.8% |
| 3M | +25.3% | +22.2% | +3.0% | +22.3% |
| 6M | +20.9% | -7.3% | +28.2% | +20.7% |
| YTD | +4.3% | -26.8% | +31.2% | +5.9% |
| 1Y | +27.0% | -22.2% | +49.3% | +32.6% |
| All | +27.0% | -24.1% | +51.1% | +32.6% |
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