+850.4%
TTMI vs PBF
+820.5%
+29.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +2.7% |
| 7D | +12.2% | +2.4% | +9.8% | +11.9% |
| 30D | -5.7% | +24.9% | -30.6% | -8.0% |
| 3M | -27.5% | +81.9% | -109.3% | -32.1% |
| 6M | +47.1% | +79.4% | -32.2% | +36.1% |
| YTD | +87.5% | +188.3% | -100.8% | +61.0% |
| 1Y | +175.2% | +177.3% | -2.0% | +137.3% |
| 3Y | +901.9% | +56.0% | +845.9% | +775.6% |
| All | +850.4% | +820.5% | +29.9% | +637.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling