+30.7%
TNA vs PCOR
-4.3%
+35.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.5% | +8.1% | +9.4% |
| 7D | +2.3% | +22.2% | -19.9% | -1.0% |
| 30D | +1.4% | +36.0% | -34.7% | -3.5% |
| 3M | -21.1% | +34.0% | -55.1% | -24.8% |
| 6M | -9.4% | +43.5% | -52.9% | -13.7% |
| YTD | +29.6% | +5.1% | +24.5% | +50.9% |
| All | +30.7% | -4.3% | +35.0% | +78.9% |
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