+309.3%
TEL vs PBF
+374.8%
-65.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.4% |
| 7D | +1.6% | +5.3% | -3.7% | +0.9% |
| 30D | -0.7% | +11.7% | -12.4% | -2.3% |
| 3M | +2.4% | +91.1% | -88.6% | -7.3% |
| 6M | +4.1% | +88.4% | -84.3% | -6.7% |
| YTD | -5.8% | +194.1% | -199.9% | -22.0% |
| 1Y | +0.9% | +180.4% | -179.5% | -16.4% |
| 3Y | +72.6% | +59.3% | +13.3% | +50.5% |
| 5Y | +57.5% | +816.3% | -758.7% | -3.3% |
| All | +309.3% | +374.8% | -65.5% | +145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling