+46.3%
BEN vs TLN
-18.5%
+64.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.4% |
| 7D | +3.4% | +5.8% | -2.5% | +2.8% |
| 30D | +1.8% | -6.9% | +8.6% | +2.3% |
| 3M | +8.4% | -10.9% | +19.3% | +8.9% |
| 6M | +35.6% | -4.6% | +40.2% | +35.0% |
| YTD | +46.4% | -14.7% | +61.1% | +46.7% |
| 1Y | +46.3% | -17.9% | +64.2% | +45.6% |
| All | +46.3% | -18.5% | +64.8% | +45.6% |
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