+129.1%
TT vs PCOR
-14.4%
+143.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.0% |
| 7D | -0.2% | -9.0% | +8.7% | +0.7% |
| 30D | -7.4% | +4.2% | -11.5% | -7.9% |
| 3M | -3.2% | +14.4% | -17.6% | -4.6% |
| 6M | +1.1% | +0.2% | +0.9% | +0.8% |
| YTD | +15.6% | -20.3% | +35.9% | +20.0% |
| 1Y | +9.2% | -16.1% | +25.3% | +11.5% |
| All | +129.1% | -14.4% | +143.5% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling