+808.8%
TTMI vs PCOR
-43.0%
+851.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.3% | +13.1% | +9.7% |
| 7D | +5.9% | -9.0% | +14.8% | +7.8% |
| 30D | -4.3% | +4.2% | -8.5% | -5.6% |
| 3M | -32.0% | +14.4% | -46.5% | -34.8% |
| 6M | +19.5% | +0.2% | +19.3% | +16.4% |
| YTD | +82.0% | -20.3% | +102.3% | +88.0% |
| 1Y | +172.6% | -16.1% | +188.8% | +176.8% |
| 3Y | +744.7% | -14.7% | +759.4% | +734.8% |
| All | +808.8% | -43.0% | +851.9% | +735.6% |
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