+56.6%
PBF vs TSN
-10.6%
+67.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.2% |
| 7D | -15.3% | +5.8% | -21.1% | -15.0% |
| 30D | -21.8% | +12.8% | -34.6% | -21.6% |
| 3M | -0.2% | +6.5% | -6.7% | +0.5% |
| All | +56.6% | -10.6% | +67.3% | +48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling