-22.5%
TNA vs BEN
+36.2%
-58.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -1.1% |
| 7D | -7.6% | +0.3% | -7.9% | -8.1% |
| 30D | -13.6% | +0.9% | -14.5% | -14.9% |
| 3M | +2.8% | +9.2% | -6.3% | -10.3% |
| 6M | +34.5% | +36.8% | -2.3% | -15.9% |
| YTD | +41.0% | +44.4% | -3.4% | -19.2% |
| 1Y | +52.0% | +45.8% | +6.2% | -14.2% |
| 3Y | +103.5% | +52.5% | +50.9% | +12.2% |
| 5Y | -22.5% | +37.7% | -60.2% | -45.9% |
| All | -22.5% | +36.2% | -58.8% | -45.9% |
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 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