+97.2%
TFC vs PBF
+351.3%
-254.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.3% | +1.4% | -2.7% | -1.6% |
| 30D | -2.3% | +15.8% | -18.2% | -5.7% |
| 3M | +2.5% | +90.3% | -87.8% | -12.2% |
| 6M | +9.5% | +102.8% | -93.3% | -9.1% |
| YTD | +5.1% | +187.3% | -182.3% | -20.5% |
| 1Y | +15.5% | +161.8% | -146.4% | -12.0% |
| 3Y | +95.2% | +55.5% | +39.7% | +59.8% |
| 5Y | +14.5% | +801.9% | -787.4% | -44.9% |
| 10Y | +97.2% | +362.2% | -265.0% | -12.8% |
| All | +97.2% | +351.3% | -254.1% | -12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling