+56.4%
TXN vs PBF
+785.3%
-728.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | +2.0% | +2.3% | -0.4% | +1.8% |
| 30D | -8.0% | +11.6% | -19.5% | -8.9% |
| 3M | -7.8% | +81.7% | -89.5% | -12.8% |
| 6M | +32.4% | +96.4% | -64.0% | +23.3% |
| YTD | +51.7% | +189.5% | -137.8% | +34.4% |
| 1Y | +44.3% | +180.7% | -136.4% | +27.3% |
| 3Y | +71.3% | +56.6% | +14.6% | +52.4% |
| 5Y | +56.4% | +802.0% | -745.6% | +17.5% |
| All | +56.4% | +785.3% | -728.9% | +17.5% |
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 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