+65.0%
BEN vs TLN
+583.6%
-518.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.2% | +3.1% |
| 7D | +0.2% | +7.1% | -6.8% | -0.5% |
| 30D | -0.5% | -3.9% | +3.3% | -0.3% |
| 3M | +9.7% | -16.2% | +25.9% | +11.2% |
| 6M | +33.9% | -5.8% | +39.7% | +33.6% |
| YTD | +49.0% | -15.4% | +64.4% | +49.7% |
| 1Y | +42.1% | -16.7% | +58.8% | +42.7% |
| 3Y | +51.9% | +473.8% | -421.9% | +12.9% |
| All | +65.0% | +583.6% | -518.6% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling