+893.7%
TT vs PBF
+354.3%
+539.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.7% |
| 7D | +1.6% | +2.4% | -0.8% | +1.3% |
| 30D | -7.3% | +24.9% | -32.2% | -9.4% |
| 3M | -2.6% | +81.9% | -84.4% | -8.8% |
| 6M | +5.9% | +79.4% | -73.5% | -1.5% |
| YTD | +15.4% | +188.3% | -172.9% | +1.6% |
| 1Y | +8.2% | +177.3% | -169.0% | -4.9% |
| 3Y | +122.7% | +56.0% | +66.7% | +102.5% |
| 5Y | +145.0% | +804.0% | -659.1% | +69.3% |
| 10Y | +893.7% | +334.1% | +559.6% | +546.1% |
| All | +893.7% | +354.3% | +539.4% | +546.1% |
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