+393.5%
TTMI vs PCOR
-7.6%
+401.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | +11.4% | +3.0% | +8.3% | +10.9% |
| 30D | -28.3% | +38.7% | -67.0% | -32.8% |
| 3M | -46.7% | +24.9% | -71.5% | -49.3% |
| 6M | -56.1% | +68.8% | -124.9% | -61.5% |
| YTD | +7.4% | +6.7% | +0.7% | +4.1% |
| 1Y | +17.4% | +3.0% | +14.4% | +15.3% |
| 3Y | +429.1% | +48.6% | +380.5% | +369.3% |
| 5Y | +418.8% | -12.7% | +431.4% | +347.3% |
| All | +393.5% | -7.6% | +401.1% | +328.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling