+143.2%
TT vs PCOR
-10.0%
+153.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +19.7% | -21.3% | -4.5% |
| 7D | -8.5% | +21.8% | -30.3% | -11.4% |
| 30D | -12.8% | +39.5% | -52.3% | -17.4% |
| 3M | -12.9% | +35.2% | -48.1% | -17.4% |
| 6M | -15.2% | +21.7% | -37.0% | -18.6% |
| YTD | +6.2% | +3.9% | +2.3% | +4.1% |
| 1Y | -4.5% | +6.9% | -11.5% | -7.2% |
| 3Y | +93.6% | +44.8% | +48.8% | +71.2% |
| 5Y | +141.1% | -21.9% | +163.0% | +121.7% |
| All | +143.2% | -10.0% | +153.2% | +125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling