+87.7%
BEN vs TMF
-32.2%
+119.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +6.8% | -9.3% | +16.1% | +8.2% |
| 30D | +18.0% | +1.9% | +16.0% | +17.6% |
| 3M | +7.5% | -11.2% | +18.7% | +9.1% |
| 6M | +14.7% | -17.7% | +32.4% | +17.5% |
| YTD | +56.1% | -24.5% | +80.5% | +61.5% |
| 1Y | +69.6% | -29.4% | +99.0% | +76.8% |
| 3Y | +87.7% | -33.4% | +121.1% | +92.3% |
| All | +87.7% | -32.2% | +119.9% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling