-15.5%
TNA vs PCOR
-30.9%
+15.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +3.8% |
| 7D | -0.1% | -9.0% | +8.9% | +6.8% |
| 30D | -4.9% | +4.2% | -9.1% | -8.8% |
| 3M | +0.4% | +14.4% | -14.0% | -12.3% |
| 6M | +32.5% | +0.2% | +32.4% | +20.7% |
| YTD | +53.7% | -20.3% | +74.0% | +64.3% |
| 1Y | +65.1% | -16.1% | +81.2% | +67.6% |
| 3Y | +98.4% | -14.7% | +113.2% | +99.8% |
| 5Y | -22.5% | -43.2% | +20.7% | -12.7% |
| All | -15.5% | -30.9% | +15.4% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling