+312.3%
TSM vs PCOR
-30.9%
+343.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.3% | +7.1% | +4.0% |
| 7D | +2.7% | -9.0% | +11.7% | +5.2% |
| 30D | +3.6% | +4.2% | -0.6% | +2.1% |
| 3M | -3.4% | +14.4% | -17.8% | -7.7% |
| 6M | +20.6% | +0.2% | +20.4% | +18.0% |
| YTD | +41.9% | -20.3% | +62.1% | +47.4% |
| 1Y | +84.4% | -16.1% | +100.5% | +87.5% |
| 3Y | +380.2% | -14.7% | +394.9% | +369.3% |
| 5Y | +275.3% | -43.2% | +318.5% | +260.6% |
| All | +312.3% | -30.9% | +343.3% | +297.7% |
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