+51.8%
BEN vs TCOM
-10.5%
+62.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.1% |
| 7D | +0.3% | -6.5% | +6.8% | +1.6% |
| 30D | +0.9% | -16.2% | +17.1% | +4.2% |
| 3M | +9.2% | -19.3% | +28.5% | +13.2% |
| 6M | +36.8% | -27.2% | +64.0% | +44.6% |
| YTD | +44.4% | -46.2% | +90.6% | +60.7% |
| 1Y | +45.8% | -46.6% | +92.5% | +62.4% |
| 3Y | +52.5% | +8.4% | +44.1% | +41.7% |
| 5Y | +37.7% | +25.8% | +11.9% | +17.2% |
| All | +51.8% | -10.5% | +62.4% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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