+265.7%
TSM vs PCOR
-11.9%
+277.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +6.2% | +3.0% | +3.2% | +5.4% |
| 30D | -7.3% | +38.7% | -46.0% | -15.4% |
| 3M | -7.1% | +24.9% | -32.0% | -13.4% |
| 6M | +0.2% | +68.8% | -68.5% | -15.1% |
| YTD | +32.2% | +6.7% | +25.5% | +26.4% |
| 1Y | +42.8% | +3.0% | +39.8% | +38.0% |
| 3Y | +330.4% | +48.6% | +281.8% | +258.1% |
| All | +265.7% | -11.9% | +277.6% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling