+104.7%
TNA vs PBF
+59.1%
+45.5%
-65.8%
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% | +0.6% |
| 7D | -7.3% | +5.3% | -12.6% | -8.6% |
| 30D | -14.2% | +11.7% | -25.9% | -17.2% |
| 3M | -4.6% | +91.1% | -95.6% | -23.3% |
| 6M | +36.9% | +88.4% | -51.5% | +5.2% |
| YTD | +42.5% | +194.1% | -151.5% | -13.4% |
| 1Y | +45.8% | +180.4% | -134.6% | -12.4% |
| 3Y | +104.7% | +59.3% | +45.3% | +37.5% |
| All | +104.7% | +59.1% | +45.5% | +37.5% |
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