+3,447.7%
TSM vs PBF
+303.9%
+3,143.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.0% |
| 7D | +2.7% | +4.3% | -1.6% | +2.2% |
| 30D | +3.6% | +22.0% | -18.4% | +1.2% |
| 3M | -3.4% | +74.5% | -77.9% | -9.7% |
| 6M | +20.6% | +67.7% | -47.1% | +12.1% |
| YTD | +41.9% | +179.2% | -137.3% | +23.4% |
| 1Y | +84.4% | +170.0% | -85.6% | +60.0% |
| 3Y | +380.2% | +66.4% | +313.8% | +328.9% |
| 5Y | +275.3% | +764.5% | -489.2% | +166.4% |
| 10Y | +1,751.4% | +358.5% | +1,392.9% | +1,157.7% |
| All | +3,447.7% | +303.9% | +3,143.8% | +2,307.6% |
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 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