+1,595.0%
TT vs PBF
+265.5%
+1,329.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | -2.0% | -13.8% | +11.7% | -0.5% |
| 30D | -14.0% | -19.6% | +5.6% | -12.2% |
| 3M | -15.9% | +10.3% | -26.1% | -17.2% |
| 6M | -17.3% | +63.4% | -80.8% | -22.6% |
| YTD | +4.0% | +152.6% | -148.7% | -8.6% |
| 1Y | -7.1% | +87.4% | -94.5% | -15.7% |
| 3Y | +90.2% | +63.3% | +27.0% | +69.7% |
| 5Y | +131.1% | +412.5% | -281.4% | +68.4% |
| 10Y | +777.7% | +282.5% | +495.2% | +450.1% |
| All | +1,595.0% | +265.5% | +1,329.5% | +923.0% |
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