+225.6%
PBF vs TSLQ
-97.2%
+322.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.9% |
| 7D | +2.3% | +5.7% | -3.4% | +2.8% |
| 30D | +11.6% | -21.1% | +32.6% | +10.1% |
| 3M | +81.7% | -11.5% | +93.3% | +82.2% |
| 6M | +96.4% | -14.9% | +111.4% | +97.2% |
| YTD | +189.5% | +2.4% | +187.0% | +196.4% |
| 1Y | +180.7% | -49.8% | +230.5% | +174.8% |
| 3Y | +56.6% | -95.8% | +152.4% | +45.6% |
| All | +225.6% | -97.2% | +322.8% | +216.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling