+112.8%
TNA vs PCOR
+43.8%
+69.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.0% |
| 7D | -7.0% | +22.7% | -29.7% | -19.4% |
| 30D | -6.4% | +37.5% | -43.9% | -24.9% |
| 3M | -25.7% | +35.2% | -60.9% | -40.8% |
| 6M | -19.7% | +42.2% | -62.0% | -40.2% |
| YTD | +18.3% | +3.6% | +14.7% | +9.4% |
| 1Y | +24.6% | -4.8% | +29.3% | +26.1% |
| 3Y | +112.8% | +48.3% | +64.5% | +23.3% |
| All | +112.8% | +43.8% | +69.0% | +23.3% |
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