+138.0%
TT vs PCOR
-10.3%
+148.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | -2.0% | +22.7% | -24.7% | -5.2% |
| 30D | -14.0% | +37.5% | -51.5% | -18.4% |
| 3M | -15.9% | +35.2% | -51.1% | -20.3% |
| 6M | -17.3% | +42.2% | -59.6% | -22.8% |
| YTD | +4.0% | +3.6% | +0.4% | +2.0% |
| 1Y | -7.1% | -4.8% | -2.4% | -7.3% |
| 3Y | +90.2% | +48.3% | +41.9% | +67.4% |
| 5Y | +131.1% | -20.1% | +151.2% | +111.9% |
| All | +138.0% | -10.3% | +148.3% | +120.4% |
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