+102.5%
TNA vs PBF
+56.6%
+45.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.2% |
| 7D | -7.6% | +2.3% | -9.9% | -8.2% |
| 30D | -13.6% | +11.6% | -25.2% | -16.7% |
| 3M | +2.8% | +81.7% | -78.9% | -16.1% |
| 6M | +34.5% | +96.4% | -61.9% | +1.1% |
| YTD | +41.0% | +189.5% | -148.4% | -13.9% |
| 1Y | +52.0% | +180.7% | -128.7% | -9.1% |
| All | +102.5% | +56.6% | +45.8% | +36.6% |
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