+401.9%
TTMI vs PCOR
-9.0%
+410.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +1.5% | +11.8% | +13.0% |
| 7D | -1.6% | +22.2% | -23.8% | -5.5% |
| 30D | -37.7% | +36.0% | -73.8% | -41.5% |
| 3M | -45.1% | +34.0% | -79.1% | -48.7% |
| 6M | -52.1% | +43.5% | -95.6% | -56.4% |
| YTD | +9.2% | +5.1% | +4.1% | +6.1% |
| 1Y | +12.9% | -3.9% | +16.8% | +13.0% |
| 3Y | +445.5% | +52.9% | +392.6% | +380.7% |
| 5Y | +427.9% | -18.7% | +446.6% | +356.2% |
| All | +401.9% | -9.0% | +410.8% | +337.1% |
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 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