+369.4%
TTMI vs PCOR
+43.8%
+325.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +6.9% |
| 7D | -19.8% | +22.7% | -42.5% | -22.3% |
| 30D | -48.1% | +37.5% | -85.6% | -50.8% |
| 3M | -51.2% | +35.2% | -86.4% | -54.0% |
| 6M | -59.6% | +42.2% | -101.8% | -62.4% |
| YTD | -3.6% | +3.6% | -7.2% | -0.3% |
| 1Y | -2.3% | -4.8% | +2.4% | +5.7% |
| 3Y | +369.4% | +48.3% | +321.0% | +297.4% |
| All | +369.4% | +43.8% | +325.6% | +297.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling