+84.6%
TXN vs PBF
+419.4%
-334.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +9.5% | +6.5% | +3.0% | +8.9% |
| 30D | +8.7% | -20.0% | +28.7% | +10.6% |
| 3M | +11.6% | -3.3% | +14.9% | +11.5% |
| 6M | +0.1% | +76.8% | -76.7% | -5.4% |
| YTD | +78.8% | +168.9% | -90.1% | +59.1% |
| 1Y | +91.2% | +96.4% | -5.1% | +76.3% |
| 3Y | +125.8% | +77.2% | +48.6% | +98.2% |
| All | +84.6% | +419.4% | -334.8% | +48.0% |
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 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