+19.6%
TMO vs PBF
+59.1%
-39.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.0% |
| 7D | -0.6% | +5.3% | -6.0% | -0.9% |
| 30D | +1.1% | +11.7% | -10.6% | +0.4% |
| 3M | +28.3% | +91.1% | -62.7% | +22.7% |
| 6M | +23.3% | +88.4% | -65.2% | +17.1% |
| YTD | +5.5% | +194.1% | -188.6% | -5.1% |
| 1Y | +24.5% | +180.4% | -155.9% | +11.8% |
| 3Y | +19.6% | +59.3% | -39.7% | +2.1% |
| All | +19.6% | +59.1% | -39.5% | +2.1% |
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