+1,672.6%
TSM vs PBF
+259.1%
+1,413.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.1% |
| 7D | +14.8% | +4.3% | +10.6% | +14.3% |
| 30D | -8.9% | -21.8% | +12.9% | -6.6% |
| 3M | -5.3% | +1.7% | -7.0% | -5.9% |
| 6M | +2.6% | +69.8% | -67.2% | -4.4% |
| YTD | +34.5% | +167.7% | -133.3% | +16.7% |
| 1Y | +41.0% | +89.0% | -48.0% | +27.5% |
| 3Y | +333.1% | +78.8% | +254.3% | +281.5% |
| 5Y | +270.1% | +415.4% | -145.3% | +177.0% |
| All | +1,672.6% | +259.1% | +1,413.5% | +1,184.1% |
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