+111.0%
PBF vs TCOM
-39.6%
+150.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.2% | -9.8% | -6.4% |
| 7D | -0.9% | +10.7% | -11.6% | -0.1% |
| 30D | -13.7% | +10.1% | -23.8% | -12.9% |
| 3M | +10.6% | -8.9% | +19.5% | +10.0% |
| 6M | +61.2% | -19.2% | +80.3% | +58.5% |
| YTD | +172.7% | -40.6% | +213.4% | +175.5% |
| 1Y | +111.0% | -39.0% | +150.1% | +107.1% |
| All | +111.0% | -39.6% | +150.6% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling