+61.6%
TXN vs PCOR
-30.9%
+92.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.7% |
| 7D | -0.1% | -9.0% | +8.9% | +1.8% |
| 30D | -6.9% | +4.2% | -11.1% | -8.0% |
| 3M | -14.9% | +14.4% | -29.4% | -17.9% |
| 6M | +29.0% | +0.2% | +28.8% | +26.2% |
| YTD | +51.5% | -20.3% | +71.7% | +56.2% |
| 1Y | +41.6% | -16.1% | +57.7% | +43.4% |
| 3Y | +65.8% | -14.7% | +80.5% | +61.7% |
| 5Y | +56.8% | -43.2% | +100.0% | +51.4% |
| All | +61.6% | -30.9% | +92.5% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling