+408.7%
TNA vs PBF
+317.1%
+91.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -2.8% |
| 7D | +4.1% | +2.4% | +1.7% | +2.9% |
| 30D | -7.6% | +24.9% | -32.5% | -17.6% |
| 3M | +8.1% | +81.9% | -73.8% | -21.8% |
| 6M | +49.0% | +79.4% | -30.4% | +1.8% |
| YTD | +51.7% | +188.3% | -136.6% | -19.8% |
| 1Y | +59.6% | +177.3% | -117.6% | -16.7% |
| 3Y | +118.9% | +56.0% | +62.9% | +44.1% |
| 5Y | -19.2% | +804.0% | -823.2% | -81.5% |
| 10Y | +77.2% | +334.1% | -256.9% | -53.5% |
| All | +408.7% | +317.1% | +91.6% | +23.7% |
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