+417.0%
TTMI vs PCOR
-11.9%
+428.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | +11.4% | +3.0% | +8.3% | +10.8% |
| 30D | -28.3% | +38.7% | -67.0% | -33.2% |
| 3M | -46.7% | +24.9% | -71.5% | -49.5% |
| 6M | -56.1% | +68.8% | -124.9% | -61.9% |
| YTD | +7.4% | +6.7% | +0.7% | +3.9% |
| 1Y | +17.4% | +3.0% | +14.4% | +15.2% |
| 3Y | +429.1% | +48.6% | +380.5% | +361.6% |
| All | +417.0% | -11.9% | +428.8% | +336.9% |
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