+203.6%
TFC vs PBF
+303.9%
-100.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +2.4% | +4.3% | -1.9% | +1.5% |
| 30D | -1.3% | +22.0% | -23.3% | -5.6% |
| 3M | +6.1% | +74.5% | -68.4% | -6.8% |
| 6M | +7.3% | +67.7% | -60.3% | -6.5% |
| YTD | +8.2% | +179.2% | -171.0% | -16.4% |
| 1Y | +14.4% | +170.0% | -155.6% | -12.2% |
| 3Y | +93.7% | +66.4% | +27.3% | +57.7% |
| 5Y | +16.4% | +764.5% | -748.1% | -40.4% |
| 10Y | +101.6% | +358.5% | -257.0% | -5.3% |
| All | +203.6% | +303.9% | -100.2% | +38.8% |
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 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