+1,124.0%
TTMI vs PBF
+374.8%
+749.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.1% |
| 7D | +0.7% | +5.3% | -4.7% | 0.0% |
| 30D | -8.4% | +11.7% | -20.2% | -9.9% |
| 3M | -32.5% | +91.1% | -123.5% | -38.4% |
| 6M | +32.5% | +88.4% | -56.0% | +19.3% |
| YTD | +83.2% | +194.1% | -110.8% | +53.1% |
| 1Y | +161.7% | +180.4% | -18.7% | +119.6% |
| 3Y | +890.1% | +59.3% | +830.8% | +769.1% |
| 5Y | +832.4% | +816.3% | +16.2% | +506.1% |
| All | +1,124.0% | +374.8% | +749.2% | +689.7% |
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