+195.5%
TFC vs PBF
+278.8%
-83.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -1.2% |
| 7D | -1.2% | -4.0% | +2.8% | -0.5% |
| 30D | +7.8% | -18.0% | +25.7% | +11.5% |
| 3M | -3.0% | +0.9% | -3.9% | -4.4% |
| 6M | +5.8% | +65.7% | -59.9% | -7.1% |
| YTD | +5.3% | +161.9% | -156.6% | -18.4% |
| 1Y | +15.7% | +77.8% | -62.1% | -2.9% |
| 3Y | +94.8% | +74.9% | +19.9% | +55.4% |
| 5Y | 0.0% | +423.4% | -423.3% | -42.4% |
| 10Y | +79.0% | +255.2% | -176.1% | -13.1% |
| All | +195.5% | +278.8% | -83.3% | +35.4% |
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