-45.3%
TE vs BEN
+65.1%
-110.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.5% |
| 7D | -19.1% | +6.8% | -25.9% | -24.8% |
| 30D | -34.1% | +18.0% | -52.1% | -44.3% |
| 3M | -60.1% | +7.5% | -67.6% | -62.8% |
| 6M | -66.0% | +14.7% | -80.7% | -69.5% |
| YTD | -71.4% | +56.1% | -127.5% | -78.2% |
| 1Y | -45.3% | +69.6% | -114.9% | -66.0% |
| All | -45.3% | +65.1% | -110.3% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling