+261.9%
TSM vs PCOR
-10.3%
+272.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -7.6% | +22.7% | -30.3% | -12.7% |
| 30D | -20.5% | +37.5% | -58.0% | -27.1% |
| 3M | -10.0% | +35.2% | -45.2% | -17.7% |
| 6M | -10.1% | +42.2% | -52.3% | -19.7% |
| YTD | +24.5% | +3.6% | +21.0% | +19.9% |
| 1Y | +31.2% | -4.8% | +35.9% | +29.6% |
| 3Y | +322.0% | +48.3% | +273.6% | +254.9% |
| 5Y | +245.3% | -20.1% | +265.3% | +205.5% |
| All | +261.9% | -10.3% | +272.2% | +223.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling