+381.2%
TTMI vs PCOR
-9.2%
+390.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -11.5% | +20.7% | -32.2% | -14.8% |
| 30D | -40.3% | +35.7% | -76.0% | -43.9% |
| 3M | -44.5% | +31.1% | -75.5% | -47.8% |
| 6M | -54.1% | +43.1% | -97.2% | -58.1% |
| YTD | +4.7% | +4.8% | -0.2% | +1.7% |
| 1Y | +3.3% | -3.7% | +7.0% | +3.3% |
| 3Y | +407.2% | +46.5% | +360.7% | +350.8% |
| 5Y | +406.5% | -17.3% | +423.8% | +338.0% |
| All | +381.2% | -9.2% | +390.4% | +319.3% |
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