+240.3%
PBF vs TMF
-82.2%
+322.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.9% | -1.4% | -6.4% |
| 7D | -15.3% | -1.1% | -14.2% | -15.5% |
| 30D | -21.8% | +11.8% | -33.6% | -19.0% |
| 3M | -0.2% | -4.0% | +3.8% | -1.1% |
| 6M | +63.6% | -16.5% | +80.1% | +56.6% |
| YTD | +147.5% | -19.9% | +167.4% | +136.9% |
| 1Y | +69.8% | -25.6% | +95.4% | +59.5% |
| 3Y | +65.3% | -29.9% | +95.2% | +59.8% |
| 5Y | +393.4% | -88.2% | +481.6% | +156.8% |
| 10Y | +240.3% | -81.7% | +322.0% | +133.3% |
| All | +240.3% | -82.2% | +322.5% | +133.3% |
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