+281.9%
PBF vs TSN
+310.0%
-28.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.5% |
| 7D | -15.3% | +5.8% | -21.1% | -17.6% |
| 30D | -21.8% | +12.8% | -34.6% | -26.0% |
| 3M | -0.2% | +6.5% | -6.7% | -3.5% |
| 6M | +63.6% | -10.3% | +73.9% | +69.6% |
| YTD | +147.5% | +5.5% | +142.0% | +136.6% |
| 1Y | +69.8% | +15.8% | +54.0% | +55.2% |
| 3Y | +65.3% | +42.5% | +22.8% | +32.7% |
| 5Y | +393.4% | -14.3% | +407.7% | +397.3% |
| 10Y | +240.3% | +18.2% | +222.1% | +195.7% |
| All | +281.9% | +310.0% | -28.1% | +152.6% |
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