+1,280.2%
TTMI vs PBF
+303.9%
+976.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.2% | +9.0% |
| 7D | +5.9% | +4.3% | +1.6% | +5.2% |
| 30D | -4.3% | +22.0% | -26.3% | -7.1% |
| 3M | -32.0% | +74.5% | -106.5% | -37.5% |
| 6M | +19.5% | +67.7% | -48.2% | +8.8% |
| YTD | +82.0% | +179.2% | -97.2% | +52.6% |
| 1Y | +172.6% | +170.0% | +2.6% | +128.9% |
| 3Y | +744.7% | +66.4% | +678.3% | +635.2% |
| 5Y | +805.6% | +764.5% | +41.1% | +488.8% |
| 10Y | +1,057.6% | +358.5% | +699.1% | +600.4% |
| All | +1,280.2% | +303.9% | +976.4% | +730.5% |
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