+877.9%
TMO vs PBF
+315.7%
+562.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -0.5% | +1.4% | -1.8% | -0.5% |
| 30D | +1.0% | +15.8% | -14.8% | +0.1% |
| 3M | +22.7% | +90.3% | -67.6% | +17.9% |
| 6M | +19.0% | +102.8% | -83.8% | +13.4% |
| YTD | +4.7% | +187.3% | -182.6% | -2.7% |
| 1Y | +26.0% | +161.8% | -135.8% | +17.4% |
| 3Y | +18.0% | +55.5% | -37.5% | +11.4% |
| 5Y | +8.0% | +801.9% | -793.9% | -9.6% |
| 10Y | +333.8% | +362.2% | -28.5% | +244.3% |
| All | +877.9% | +315.7% | +562.2% | +669.0% |
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 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