-9.4%
TT vs PCOR
+5.9%
-15.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -9.0% | +23.7% | -32.7% | -6.3% |
| 30D | -17.6% | +39.0% | -56.6% | -13.8% |
| 3M | -18.7% | +35.8% | -54.4% | -14.9% |
| 6M | -17.4% | +38.2% | -55.7% | -12.3% |
| YTD | +1.5% | +3.9% | -2.4% | +4.8% |
| 1Y | -9.4% | +5.7% | -15.1% | -6.7% |
| All | -9.4% | +5.9% | -15.3% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling