+284.5%
PBF vs TMF
-84.4%
+368.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.7% |
| 7D | -13.8% | +1.2% | -15.0% | -13.3% |
| 30D | -19.6% | +19.7% | -39.3% | -14.9% |
| 3M | +10.3% | -2.1% | +12.4% | +10.1% |
| 6M | +63.4% | -13.4% | +76.9% | +58.1% |
| YTD | +152.6% | -16.7% | +169.4% | +144.6% |
| 1Y | +87.4% | -23.3% | +110.7% | +77.4% |
| 3Y | +63.3% | -24.8% | +88.1% | +61.4% |
| 5Y | +412.5% | -88.0% | +500.5% | +162.5% |
| All | +284.5% | -84.4% | +368.9% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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