-12.6%
TLT vs BEN
+58.7%
-71.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.4% |
| 7D | -3.1% | +6.8% | -9.9% | -2.7% |
| 30D | +1.0% | +18.0% | -16.9% | +2.0% |
| 3M | -2.7% | +7.5% | -10.2% | -2.3% |
| 6M | -4.1% | +14.7% | -18.9% | -3.3% |
| YTD | -5.4% | +56.1% | -61.4% | -2.7% |
| 1Y | -7.0% | +69.6% | -76.6% | -3.8% |
| 3Y | +2.8% | +87.7% | -84.8% | +7.9% |
| 5Y | -35.4% | +28.6% | -64.0% | -35.2% |
| All | -12.6% | +58.7% | -71.3% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling