-3.8%
TSLL vs PCOR
+44.3%
-48.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +19.7% | -26.0% | -18.9% |
| 7D | -9.4% | +21.8% | -31.3% | -22.6% |
| 30D | +1.6% | +39.5% | -38.0% | -21.4% |
| 3M | +29.4% | +35.2% | -5.8% | +1.7% |
| 6M | -20.1% | +21.7% | -41.9% | -34.7% |
| YTD | -44.5% | +3.9% | -48.4% | -48.7% |
| 1Y | -46.0% | +6.9% | -53.0% | -52.8% |
| All | -3.8% | +44.3% | -48.1% | -36.6% |
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 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