-35.1%
TLT vs BEN
+29.2%
-64.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -0.4% |
| 7D | +0.3% | +12.2% | -11.9% | -0.6% |
| 30D | +5.1% | +12.1% | -7.0% | +4.2% |
| 3M | -0.2% | +7.3% | -7.5% | -0.8% |
| 6M | -2.9% | +17.9% | -20.8% | -4.2% |
| YTD | -2.7% | +55.4% | -58.1% | -6.0% |
| 1Y | -4.6% | +69.3% | -73.9% | -8.4% |
| 3Y | +6.1% | +82.8% | -76.8% | +0.9% |
| 5Y | -35.1% | +28.8% | -63.9% | -41.7% |
| All | -35.1% | +29.2% | -64.3% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling