+11.0%
TEM vs PBF
+78.3%
-67.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -1.2% |
| 7D | +5.1% | -4.0% | +9.0% | +4.9% |
| 30D | +16.8% | -18.0% | +34.8% | +16.2% |
| 3M | +42.6% | +0.9% | +41.7% | +42.5% |
| 6M | +63.9% | +65.7% | -1.8% | +68.6% |
| YTD | +34.5% | +161.9% | -127.4% | +37.3% |
| 1Y | +11.0% | +77.8% | -66.8% | +25.8% |
| All | +11.0% | +78.3% | -67.3% | +25.8% |
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 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