+111.3%
TNA vs PCOR
-14.4%
+125.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +3.4% |
| 7D | -0.1% | -9.0% | +8.9% | +5.9% |
| 30D | -4.9% | +4.2% | -9.1% | -8.3% |
| 3M | +0.4% | +14.4% | -14.0% | -10.3% |
| 6M | +32.5% | +0.2% | +32.4% | +23.4% |
| YTD | +53.7% | -20.3% | +74.0% | +69.8% |
| 1Y | +65.1% | -16.1% | +81.2% | +72.4% |
| All | +111.3% | -14.4% | +125.7% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling