+8.2%
TT vs PBF
+176.6%
-168.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.3% |
| 7D | +1.6% | +2.4% | -0.8% | +1.7% |
| 30D | -7.3% | +24.9% | -32.2% | -6.2% |
| 3M | -2.6% | +81.9% | -84.4% | +0.2% |
| 6M | +5.9% | +79.4% | -73.5% | +8.3% |
| YTD | +15.4% | +188.3% | -172.9% | +15.4% |
| 1Y | +8.2% | +177.3% | -169.0% | +9.6% |
| All | +8.2% | +176.6% | -168.3% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling