+42.1%
BEN vs TLN
-17.2%
+59.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.2% | +3.2% |
| 7D | +0.2% | +7.1% | -6.8% | -0.4% |
| 30D | -0.5% | -3.9% | +3.3% | -0.3% |
| 3M | +9.7% | -16.2% | +25.9% | +10.8% |
| 6M | +33.9% | -5.8% | +39.7% | +33.5% |
| YTD | +49.0% | -15.4% | +64.4% | +49.4% |
| 1Y | +42.1% | -16.7% | +58.8% | +45.8% |
| All | +42.1% | -17.2% | +59.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling