+451.5%
TTMI vs PCOR
-15.7%
+467.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +8.7% |
| 7D | +7.2% | +2.5% | +4.7% | +6.8% |
| 30D | -28.7% | +37.9% | -66.6% | -33.5% |
| 3M | -39.8% | +32.0% | -71.8% | -43.8% |
| 6M | -51.7% | +54.7% | -106.4% | -57.1% |
| YTD | +14.1% | +6.6% | +7.5% | +10.4% |
| 1Y | +16.0% | -1.7% | +17.6% | +15.6% |
| 3Y | +452.7% | +49.0% | +403.7% | +382.0% |
| 5Y | +451.5% | -12.5% | +464.1% | +366.7% |
| All | +451.5% | -15.7% | +467.2% | +366.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling