+101.0%
TFC vs PBF
+57.2%
+43.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +2.4% | +4.3% | -1.9% | +1.9% |
| 30D | -1.3% | +22.0% | -23.3% | -3.7% |
| 3M | +6.1% | +74.5% | -68.4% | -1.6% |
| 6M | +7.3% | +67.7% | -60.3% | -1.0% |
| YTD | +8.2% | +179.2% | -171.0% | -9.2% |
| 1Y | +14.4% | +170.0% | -155.6% | -4.8% |
| All | +101.0% | +57.2% | +43.8% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling