+639.9%
TEL vs PBF
+303.9%
+336.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.2% |
| 7D | +3.0% | +4.3% | -1.3% | +2.3% |
| 30D | -3.9% | +22.0% | -25.9% | -6.7% |
| 3M | -5.1% | +74.5% | -79.6% | -13.2% |
| 6M | +0.6% | +67.7% | -67.1% | -8.6% |
| YTD | -7.3% | +179.2% | -186.5% | -22.8% |
| 1Y | +1.1% | +170.0% | -168.9% | -16.0% |
| 3Y | +63.7% | +66.4% | -2.7% | +41.4% |
| 5Y | +50.7% | +764.5% | -713.8% | -6.7% |
| 10Y | +290.2% | +358.5% | -68.4% | +122.1% |
| All | +639.9% | +303.9% | +336.0% | +296.9% |
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