+330.8%
PBF vs TMF
-79.4%
+410.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.2% |
| 7D | +4.3% | -1.4% | +5.7% | +3.9% |
| 30D | +22.0% | -2.8% | +24.8% | +21.3% |
| 3M | +74.5% | -10.9% | +85.4% | +70.2% |
| 6M | +67.7% | -21.3% | +89.0% | +59.9% |
| YTD | +179.2% | -15.9% | +195.1% | +171.6% |
| 1Y | +170.0% | -15.7% | +185.7% | +164.1% |
| 3Y | +66.4% | -43.4% | +109.7% | +52.4% |
| 5Y | +764.5% | -87.8% | +852.3% | +431.0% |
| 10Y | +358.5% | -86.7% | +445.3% | +231.9% |
| All | +330.8% | -79.4% | +410.2% | +215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling