+61.8%
BEN vs TMF
-84.4%
+146.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +6.6% | +1.2% | +5.4% | +6.7% |
| 30D | +3.8% | +19.7% | -15.9% | +5.7% |
| 3M | +0.2% | -2.1% | +2.3% | +0.1% |
| 6M | +10.4% | -13.4% | +23.9% | +8.9% |
| YTD | +46.2% | -16.7% | +62.9% | +43.6% |
| 1Y | +52.3% | -23.3% | +75.6% | +48.3% |
| 3Y | +65.9% | -24.8% | +90.8% | +64.4% |
| 5Y | +20.6% | -88.0% | +108.6% | -22.7% |
| All | +61.8% | -84.4% | +146.2% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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