+734.7%
TT vs PBF
+231.7%
+503.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.5% |
| 7D | +0.8% | -15.3% | +16.1% | +2.4% |
| 30D | -11.8% | -21.8% | +10.0% | -9.9% |
| 3M | -11.6% | -0.2% | -11.4% | -11.9% |
| 6M | -9.3% | +63.6% | -72.9% | -14.5% |
| YTD | +8.9% | +147.5% | -138.6% | -2.9% |
| 1Y | -2.2% | +69.8% | -72.1% | -9.5% |
| 3Y | +91.9% | +65.3% | +26.6% | +72.7% |
| 5Y | +136.0% | +393.4% | -257.4% | +77.4% |
| 10Y | +734.7% | +240.3% | +494.4% | +462.1% |
| All | +734.7% | +231.7% | +503.0% | +462.1% |
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