-33.7%
TLT vs BEN
+42.4%
-76.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | +4.7% | -4.3% | +0.1% |
| 30D | -0.3% | +2.6% | -2.9% | -0.5% |
| 3M | -1.7% | +11.5% | -13.2% | -2.5% |
| 6M | -4.9% | +35.3% | -40.2% | -6.8% |
| YTD | -2.8% | +48.6% | -51.4% | -5.3% |
| 1Y | -4.2% | +46.7% | -50.9% | -6.7% |
| 3Y | -1.1% | +57.0% | -58.1% | -4.5% |
| 5Y | -33.7% | +41.8% | -75.5% | -37.0% |
| All | -33.7% | +42.4% | -76.1% | -37.0% |
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 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