+396.5%
TTMI vs PBF
+260.7%
+135.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -2.9% |
| 7D | +11.4% | +6.5% | +4.9% | +10.5% |
| 30D | -28.3% | -20.0% | -8.3% | -26.0% |
| 3M | -46.7% | -3.3% | -43.3% | -46.5% |
| 6M | -56.1% | +76.8% | -132.9% | -59.7% |
| YTD | +7.4% | +168.9% | -161.6% | -9.4% |
| 1Y | +17.4% | +96.4% | -79.0% | +3.9% |
| 3Y | +429.1% | +77.2% | +351.9% | +357.8% |
| 5Y | +418.8% | +417.7% | +1.0% | +268.3% |
| All | +396.5% | +260.7% | +135.8% | +215.6% |
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 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