+129.5%
TLT vs BEN
+567.7%
-438.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -1.0% | +7.2% | -8.2% | -0.2% |
| 30D | +4.1% | +14.1% | -10.0% | +5.7% |
| 3M | -0.4% | +9.9% | -10.3% | +0.8% |
| 6M | -3.2% | +17.4% | -20.6% | -1.2% |
| YTD | -3.5% | +57.3% | -60.8% | +1.9% |
| 1Y | -5.8% | +66.9% | -72.8% | +0.2% |
| 3Y | +4.6% | +85.7% | -81.1% | +13.7% |
| 5Y | -34.4% | +31.2% | -65.6% | -31.5% |
| 10Y | -11.4% | +61.0% | -72.5% | +0.9% |
| All | +129.5% | +567.7% | -438.3% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling