+214.0%
PBF vs TSLQ
-97.0%
+311.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.0% | -13.3% | -0.5% |
| 7D | +4.3% | -5.8% | +10.1% | +4.0% |
| 30D | +22.0% | -22.1% | +44.1% | +20.3% |
| 3M | +74.5% | +10.1% | +64.4% | +77.8% |
| 6M | +67.7% | -6.8% | +74.4% | +69.5% |
| YTD | +179.2% | +8.5% | +170.6% | +187.0% |
| 1Y | +170.0% | -49.7% | +219.7% | +164.1% |
| 3Y | +66.4% | -95.6% | +162.0% | +55.1% |
| All | +214.0% | -97.0% | +311.1% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling