+15.6%
TFC vs PBF
+735.5%
-719.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.6% |
| 7D | +2.2% | +2.4% | -0.1% | +1.9% |
| 30D | -2.5% | +24.9% | -27.3% | -5.7% |
| 3M | +4.5% | +81.9% | -77.3% | -5.0% |
| 6M | +11.0% | +79.4% | -68.4% | -0.2% |
| YTD | +5.9% | +188.3% | -182.4% | -12.7% |
| 1Y | +14.6% | +177.3% | -162.7% | -6.1% |
| 3Y | +96.7% | +56.0% | +40.7% | +69.7% |
| 5Y | +15.6% | +804.0% | -788.4% | -33.0% |
| All | +15.6% | +735.5% | -719.9% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling