+334.9%
PBF vs TCOM
-10.5%
+345.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | +2.3% | -6.5% | +8.8% | +4.4% |
| 30D | +11.6% | -16.2% | +27.8% | +17.4% |
| 3M | +81.7% | -19.3% | +101.1% | +92.3% |
| 6M | +96.4% | -27.2% | +123.7% | +113.1% |
| YTD | +189.5% | -46.2% | +235.7% | +242.2% |
| 1Y | +180.7% | -46.6% | +227.4% | +232.9% |
| 3Y | +56.6% | +8.4% | +48.2% | +36.9% |
| 5Y | +802.0% | +25.8% | +776.2% | +566.9% |
| All | +334.9% | -10.5% | +345.4% | +229.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling