+250.9%
PBF vs TSN
+14.5%
+236.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +6.5% | -1.4% | +7.9% | +7.2% |
| 30D | -20.0% | +8.5% | -28.5% | -23.6% |
| 3M | -3.3% | +5.3% | -8.6% | -6.6% |
| 6M | +76.8% | -10.5% | +87.3% | +84.6% |
| YTD | +168.9% | +3.0% | +166.0% | +157.7% |
| 1Y | +96.4% | +12.1% | +84.2% | +79.0% |
| 3Y | +77.2% | +43.1% | +34.1% | +34.3% |
| 5Y | +417.7% | -15.1% | +432.8% | +422.9% |
| All | +250.9% | +14.5% | +236.5% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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