+1,796.6%
TDG vs PBF
+315.7%
+1,481.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | -8.0% | +15.8% | -23.8% | -10.3% |
| 3M | -10.5% | +90.3% | -100.7% | -20.3% |
| 6M | -11.9% | +102.8% | -114.7% | -23.6% |
| YTD | -15.4% | +187.3% | -202.7% | -31.7% |
| 1Y | -14.2% | +161.8% | -176.1% | -30.2% |
| 3Y | +51.0% | +55.5% | -4.4% | +29.1% |
| 5Y | +126.5% | +801.9% | -675.4% | +26.0% |
| 10Y | +535.6% | +362.2% | +173.3% | +227.5% |
| All | +1,796.6% | +315.7% | +1,481.0% | +838.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling