+311.2%
PBF vs TSN
+303.0%
+8.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +3.8% | -1.4% | +5.2% | +4.4% |
| 30D | -22.2% | +10.2% | -32.3% | -25.6% |
| 3M | +1.3% | +7.2% | -5.9% | -2.4% |
| 6M | +69.0% | -10.6% | +79.6% | +75.5% |
| YTD | +166.5% | +3.7% | +162.8% | +156.5% |
| 1Y | +88.1% | +13.5% | +74.6% | +73.4% |
| 3Y | +77.9% | +40.1% | +37.9% | +43.9% |
| 5Y | +413.0% | -14.5% | +427.5% | +416.9% |
| 10Y | +261.4% | +15.7% | +245.8% | +216.6% |
| All | +311.2% | +303.0% | +8.2% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling