+55.2%
BEN vs TAP
-52.1%
+107.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +1.6% |
| 7D | +4.7% | -2.3% | +7.0% | +5.7% |
| 30D | +2.6% | -9.4% | +12.0% | +6.9% |
| 3M | +11.5% | -0.8% | +12.3% | +10.8% |
| 6M | +35.3% | -14.7% | +50.1% | +43.4% |
| YTD | +48.6% | -13.9% | +62.6% | +55.7% |
| 1Y | +46.7% | -18.6% | +65.3% | +56.7% |
| 3Y | +57.0% | -32.0% | +89.0% | +79.6% |
| 5Y | +41.8% | -1.0% | +42.8% | +30.9% |
| 10Y | +55.2% | -51.4% | +106.6% | +53.4% |
| All | +55.2% | -52.1% | +107.3% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling