-19.1%
TE vs BEN
+53.1%
-72.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -1.5% |
| 7D | +15.0% | +3.4% | +11.6% | +11.4% |
| 30D | -7.5% | +1.8% | -9.3% | -9.1% |
| 3M | -42.0% | +8.4% | -50.3% | -45.6% |
| 6M | -31.4% | +35.6% | -67.1% | -47.6% |
| YTD | -26.5% | +46.4% | -72.9% | -48.5% |
| 1Y | +153.1% | +46.3% | +106.8% | +76.9% |
| All | -19.1% | +53.1% | -72.2% | -46.2% |
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