+1,815.4%
TSM vs PBF
+351.3%
+1,464.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.8% | +1.4% | +3.4% | +4.6% |
| 30D | +4.0% | +15.8% | -11.8% | +2.2% |
| 3M | +2.0% | +90.3% | -88.3% | -5.5% |
| 6M | +25.5% | +102.8% | -77.3% | +14.3% |
| YTD | +44.0% | +187.3% | -143.3% | +24.8% |
| 1Y | +75.4% | +161.8% | -86.4% | +52.8% |
| 3Y | +406.7% | +55.5% | +351.3% | +356.0% |
| 5Y | +285.0% | +801.9% | -516.9% | +171.5% |
| 10Y | +1,815.4% | +362.2% | +1,453.1% | +1,294.8% |
| All | +1,815.4% | +351.3% | +1,464.1% | +1,294.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling