+228.7%
BEN vs TMF
-68.9%
+297.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.6% |
| 7D | +0.2% | -1.4% | +1.7% | 0.0% |
| 30D | -0.5% | -2.8% | +2.3% | -1.0% |
| 3M | +9.7% | -10.9% | +20.6% | +7.6% |
| 6M | +33.9% | -21.3% | +55.2% | +28.4% |
| YTD | +49.0% | -15.9% | +64.9% | +44.7% |
| 1Y | +42.1% | -15.7% | +57.9% | +38.3% |
| 3Y | +51.9% | -43.4% | +95.2% | +39.2% |
| 5Y | +39.0% | -87.8% | +126.8% | -11.1% |
| 10Y | +57.9% | -86.7% | +144.6% | +20.0% |
| All | +228.7% | -68.9% | +297.6% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling