+12.6%
TE vs BEN
+85.5%
-73.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.2% | -6.3% | -6.4% |
| 7D | -13.6% | +11.3% | -24.9% | -22.3% |
| 30D | -37.7% | +15.0% | -52.7% | -45.1% |
| 3M | -59.8% | +7.8% | -67.6% | -62.3% |
| 6M | -66.3% | +15.5% | -81.8% | -69.8% |
| YTD | -70.5% | +55.4% | -125.9% | -79.9% |
| 1Y | -48.8% | +63.3% | -112.1% | -66.3% |
| All | +12.6% | +85.5% | -73.0% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling