-19.9%
TLT vs BEN
+58.8%
-78.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.7% |
| 7D | -0.3% | +3.4% | -3.6% | -0.1% |
| 30D | 0.0% | +1.8% | -1.8% | +0.1% |
| 3M | -2.9% | +8.4% | -11.2% | -2.4% |
| 6M | -6.3% | +35.6% | -41.9% | -4.4% |
| YTD | -3.3% | +46.4% | -49.7% | -0.8% |
| 1Y | -4.2% | +46.3% | -50.5% | -1.7% |
| 3Y | -1.7% | +54.6% | -56.3% | +1.6% |
| 5Y | -34.9% | +39.4% | -74.3% | -33.1% |
| All | -19.9% | +58.8% | -78.7% | -8.0% |
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 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