+255.2%
PBF vs TSN
+17.5%
+237.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.2% |
| 7D | -4.0% | -0.3% | -3.7% | -3.9% |
| 30D | -18.0% | +11.8% | -29.7% | -22.8% |
| 3M | +0.9% | +7.1% | -6.2% | -3.3% |
| 6M | +65.7% | -9.2% | +74.9% | +71.8% |
| YTD | +161.9% | +4.8% | +157.1% | +148.6% |
| 1Y | +77.8% | +11.6% | +66.1% | +62.7% |
| 3Y | +74.9% | +41.5% | +33.3% | +33.6% |
| 5Y | +423.4% | -15.5% | +438.9% | +432.0% |
| 10Y | +255.2% | +16.9% | +238.3% | +197.1% |
| All | +255.2% | +17.5% | +237.7% | +197.1% |
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