-10.5%
TEM vs PBF
+120.1%
-130.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.7% | +3.9% | -3.2% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | -9.5% | -13.7% | +4.2% | -10.0% |
| 3M | +60.7% | +10.6% | +50.1% | +61.1% |
| 6M | +35.5% | +61.2% | -25.7% | +39.9% |
| YTD | +28.0% | +172.7% | -144.7% | +36.3% |
| 1Y | -10.5% | +111.0% | -121.5% | -5.4% |
| All | -10.5% | +120.1% | -130.6% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling