+172.6%
TTMI vs PBF
+176.4%
-3.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.2% | +8.8% |
| 7D | +5.9% | +4.3% | +1.6% | +6.0% |
| 30D | -4.3% | +22.0% | -26.3% | -3.6% |
| 3M | -32.0% | +74.5% | -106.5% | -29.5% |
| 6M | +19.5% | +67.7% | -48.2% | +23.6% |
| YTD | +82.0% | +179.2% | -97.2% | +70.2% |
| 1Y | +172.6% | +170.0% | +2.6% | +167.1% |
| All | +172.6% | +176.4% | -3.7% | +167.1% |
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 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