+165.3%
TT vs PCOR
-30.9%
+196.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.3% |
| 7D | -0.2% | -9.0% | +8.7% | +1.2% |
| 30D | -7.4% | +4.2% | -11.5% | -8.2% |
| 3M | -3.2% | +14.4% | -17.6% | -5.9% |
| 6M | +1.1% | +0.2% | +0.9% | -0.3% |
| YTD | +15.6% | -20.3% | +35.9% | +18.6% |
| 1Y | +9.2% | -16.1% | +25.3% | +10.2% |
| 3Y | +124.4% | -14.7% | +139.1% | +118.9% |
| 5Y | +138.0% | -43.2% | +181.2% | +129.0% |
| All | +165.3% | -30.9% | +196.3% | +157.0% |
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 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