+94.6%
TT vs PCOR
+49.8%
+44.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +3.5% | +2.5% | +1.0% | +3.3% |
| 30D | -11.0% | +37.9% | -48.9% | -13.3% |
| 3M | -12.0% | +32.0% | -44.0% | -14.1% |
| 6M | -10.4% | +54.7% | -65.2% | -14.0% |
| YTD | +9.9% | +6.6% | +3.4% | +11.8% |
| 1Y | +1.5% | -1.7% | +3.2% | +5.1% |
| All | +94.6% | +49.8% | +44.8% | +85.2% |
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