+240.4%
TSM vs PCOR
-10.0%
+250.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | 0.0% | -10.8% | -10.8% |
| 7D | -18.2% | +23.7% | -41.9% | -22.9% |
| 30D | -26.8% | +39.0% | -65.8% | -33.1% |
| 3M | -14.5% | +35.8% | -50.2% | -21.9% |
| 6M | -10.0% | +38.2% | -48.3% | -19.0% |
| YTD | +17.1% | +3.9% | +13.2% | +12.7% |
| 1Y | +21.5% | +5.7% | +15.8% | +15.9% |
| 3Y | +300.4% | +44.8% | +255.6% | +239.0% |
| 5Y | +224.7% | -19.8% | +244.5% | +187.0% |
| All | +240.4% | -10.0% | +250.4% | +204.1% |
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