+55.2%
BEN vs TMF
-86.8%
+142.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +4.7% | +1.0% | +3.7% | +4.8% |
| 30D | +2.6% | -1.8% | +4.5% | +2.4% |
| 3M | +11.5% | -8.2% | +19.7% | +10.6% |
| 6M | +35.3% | -19.5% | +54.8% | +32.4% |
| YTD | +48.6% | -16.0% | +64.6% | +46.2% |
| 1Y | +46.7% | -22.5% | +69.2% | +43.2% |
| 3Y | +57.0% | -42.3% | +99.3% | +48.9% |
| 5Y | +41.8% | -87.7% | +129.5% | -7.0% |
| 10Y | +55.2% | -86.5% | +141.7% | +24.6% |
| All | +55.2% | -86.8% | +142.0% | +24.6% |
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