+124.3%
TDG vs PBF
+799.3%
-675.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | -1.9% | +5.3% | -7.2% | -2.2% |
| 30D | -7.7% | +11.7% | -19.4% | -8.3% |
| 3M | -9.3% | +91.1% | -100.4% | -13.2% |
| 6M | -9.4% | +88.4% | -97.8% | -13.8% |
| YTD | -14.3% | +194.1% | -208.3% | -22.3% |
| 1Y | -11.8% | +180.4% | -192.2% | -20.1% |
| 3Y | +52.0% | +59.3% | -7.3% | +42.5% |
| All | +124.3% | +799.3% | -675.1% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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