+1,502.2%
TSM vs PBF
+299.9%
+1,202.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +3.1% |
| 7D | -2.5% | -7.4% | +4.9% | -1.7% |
| 30D | -14.3% | -17.5% | +3.2% | -12.6% |
| 3M | -7.2% | +13.1% | -20.4% | -9.0% |
| 6M | -5.1% | +72.6% | -77.8% | -11.7% |
| YTD | +28.9% | +161.2% | -132.3% | +12.2% |
| 1Y | +37.1% | +93.3% | -56.3% | +23.6% |
| 3Y | +341.5% | +80.7% | +260.8% | +288.5% |
| 5Y | +245.7% | +396.1% | -150.4% | +160.0% |
| 10Y | +1,502.2% | +252.3% | +1,250.0% | +1,062.1% |
| All | +1,502.2% | +299.9% | +1,202.4% | +1,062.1% |
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