+180.7%
PBF vs TCOM
-46.8%
+227.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | +2.3% | -6.5% | +8.8% | +2.1% |
| 30D | +11.6% | -16.2% | +27.8% | +11.0% |
| 3M | +81.7% | -19.3% | +101.1% | +80.4% |
| 6M | +96.4% | -27.2% | +123.7% | +95.5% |
| YTD | +189.5% | -46.2% | +235.7% | +204.3% |
| 1Y | +180.7% | -46.6% | +227.4% | +191.3% |
| All | +180.7% | -46.8% | +227.6% | +191.3% |
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