+134.6%
TNA vs PCOR
+50.0%
+84.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.4% |
| 7D | +3.7% | +3.0% | +0.7% | +1.9% |
| 30D | +4.4% | +38.7% | -34.3% | -16.6% |
| 3M | -26.7% | +24.9% | -51.5% | -38.0% |
| 6M | -12.8% | +68.8% | -81.6% | -42.8% |
| YTD | +22.7% | +6.7% | +16.0% | +11.5% |
| 1Y | +35.7% | +3.0% | +32.7% | +28.3% |
| 3Y | +134.6% | +48.6% | +86.0% | +28.1% |
| All | +134.6% | +50.0% | +84.6% | +28.1% |
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