-7.1%
TT vs PCOR
-2.3%
-4.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.3% |
| 7D | -2.0% | +22.7% | -24.7% | +0.9% |
| 30D | -14.0% | +37.5% | -51.5% | -10.1% |
| 3M | -15.9% | +35.2% | -51.1% | -11.9% |
| 6M | -17.3% | +42.2% | -59.6% | -11.7% |
| YTD | +4.0% | +3.6% | +0.4% | +5.6% |
| 1Y | -7.1% | -4.8% | -2.4% | -3.0% |
| All | -7.1% | -2.3% | -4.9% | -3.0% |
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 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