+873.0%
TTMI vs PBF
+55.5%
+817.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | +7.5% | +1.4% | +6.1% | +7.3% |
| 30D | -4.5% | +15.8% | -20.3% | -6.1% |
| 3M | -28.5% | +90.3% | -118.8% | -33.8% |
| 6M | +28.4% | +102.8% | -74.5% | +14.9% |
| YTD | +80.1% | +187.3% | -107.3% | +47.3% |
| 1Y | +161.0% | +161.8% | -0.8% | +117.5% |
| All | +873.0% | +55.5% | +817.5% | +669.0% |
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 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