+180.4%
PBF vs TSLQ
-49.6%
+230.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.5% |
| 7D | +5.3% | -6.6% | +11.9% | +5.0% |
| 30D | +11.7% | -24.3% | +36.0% | +10.8% |
| 3M | +91.1% | -3.6% | +94.7% | +90.1% |
| 6M | +88.4% | -12.0% | +100.4% | +89.3% |
| YTD | +194.1% | +1.4% | +192.7% | +198.9% |
| 1Y | +180.4% | -43.6% | +224.0% | +185.5% |
| All | +180.4% | -49.6% | +230.0% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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