+91.5%
TT vs PBF
+80.0%
+11.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | +4.0% | +6.5% | -2.4% | +3.9% |
| 30D | -11.3% | -20.0% | +8.7% | -11.0% |
| 3M | -12.3% | -3.3% | -9.0% | -12.3% |
| 6M | -10.8% | +76.8% | -87.7% | -12.2% |
| YTD | +8.2% | +168.9% | -160.8% | +2.8% |
| 1Y | +1.5% | +96.4% | -94.9% | -1.8% |
| 3Y | +91.5% | +77.2% | +14.3% | +71.9% |
| All | +91.5% | +80.0% | +11.4% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling