+63.9%
TEM vs PBF
+69.8%
-5.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -1.5% |
| 7D | +5.1% | -4.0% | +9.0% | +5.1% |
| 30D | +16.8% | -18.0% | +34.8% | +17.2% |
| 3M | +42.6% | +0.9% | +41.7% | +41.1% |
| 6M | +63.9% | +65.7% | -1.8% | +62.7% |
| All | +63.9% | +69.8% | -5.9% | +62.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling