+61.8%
BEN vs TLN
+630.2%
-568.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.1% | -2.4% | +4.0% |
| 7D | +6.6% | -1.3% | +7.9% | +6.6% |
| 30D | +3.8% | -10.5% | +14.3% | +4.8% |
| 3M | +0.2% | +0.1% | +0.1% | -0.3% |
| 6M | +10.4% | -17.4% | +27.9% | +11.5% |
| YTD | +46.2% | -9.7% | +55.8% | +45.4% |
| 1Y | +52.3% | -12.3% | +64.5% | +51.6% |
| 3Y | +65.9% | +528.3% | -462.3% | +20.9% |
| All | +61.8% | +630.2% | -568.4% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling