+1,829.4%
TDG vs PBF
+317.1%
+1,512.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.7% | -2.0% |
| 7D | -0.9% | +2.4% | -3.3% | -1.3% |
| 30D | -6.5% | +24.9% | -31.4% | -10.0% |
| 3M | -5.1% | +81.9% | -86.9% | -14.9% |
| 6M | -11.5% | +79.4% | -90.9% | -21.7% |
| YTD | -13.9% | +188.3% | -202.2% | -30.5% |
| 1Y | -11.5% | +177.3% | -188.7% | -28.7% |
| 3Y | +53.7% | +56.0% | -2.3% | +31.2% |
| 5Y | +135.5% | +804.0% | -668.5% | +31.0% |
| 10Y | +535.2% | +334.1% | +201.1% | +229.3% |
| All | +1,829.4% | +317.1% | +1,512.4% | +854.6% |
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