+250.9%
PBF vs TCOM
+5.9%
+245.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +6.5% | -1.8% | +8.2% | +7.0% |
| 30D | -20.0% | +12.1% | -32.1% | -22.9% |
| 3M | -3.3% | -3.2% | -0.1% | -2.9% |
| 6M | +76.8% | -16.6% | +93.4% | +84.6% |
| YTD | +168.9% | -39.4% | +208.3% | +205.9% |
| 1Y | +96.4% | -41.5% | +137.9% | +126.0% |
| 3Y | +77.2% | +24.4% | +52.8% | +47.9% |
| 5Y | +417.7% | +41.6% | +376.2% | +268.1% |
| All | +250.9% | +5.9% | +245.1% | +154.8% |
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