+60.5%
TEM vs PBF
+81.4%
-20.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.1% |
| 7D | +0.9% | +4.3% | -3.4% | +0.4% |
| 30D | +38.4% | +22.0% | +16.4% | +34.4% |
| 3M | +23.7% | +74.5% | -50.8% | +13.9% |
| 6M | +26.0% | +67.7% | -41.7% | +15.1% |
| YTD | +9.4% | +179.2% | -169.7% | -11.3% |
| 1Y | -17.3% | +170.0% | -187.3% | -33.9% |
| All | +60.5% | +81.4% | -20.8% | +35.6% |
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 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