+714.1%
TTMI vs PBF
+289.1%
+425.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.9% |
| 3M | -46.7% | -3.3% | -43.3% | -46.5% |
| 6M | -56.1% | +76.8% | -132.9% | -59.8% |
| YTD | +7.4% | +168.9% | -161.6% | -9.5% |
| 1Y | +17.4% | +96.4% | -79.0% | +3.7% |
| 3Y | +429.1% | +77.2% | +351.9% | +357.7% |
| 5Y | +418.8% | +417.7% | +1.0% | +267.3% |
| 10Y | +411.2% | +264.7% | +146.5% | +221.5% |
| All | +714.1% | +289.1% | +425.0% | +392.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling