+804.0%
PBF vs TSN
-20.8%
+824.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.8% |
| 7D | +2.4% | -5.0% | +7.4% | +3.6% |
| 30D | +24.9% | -9.1% | +33.9% | +27.8% |
| 3M | +81.9% | -7.4% | +89.3% | +84.9% |
| 6M | +79.4% | -13.4% | +92.7% | +84.5% |
| YTD | +188.3% | -8.5% | +196.8% | +191.0% |
| 1Y | +177.3% | -3.2% | +180.4% | +175.0% |
| 3Y | +56.0% | +11.5% | +44.5% | +45.2% |
| 5Y | +804.0% | -19.5% | +823.5% | +822.4% |
| All | +804.0% | -20.8% | +824.8% | +822.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling