+240.4%
TPR vs BEN
+39.3%
+201.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -2.0% |
| 7D | -2.3% | +0.2% | -2.5% | -2.5% |
| 30D | -23.0% | -0.5% | -22.4% | -22.9% |
| 3M | -12.5% | +9.7% | -22.2% | -17.4% |
| 6M | -21.4% | +33.9% | -55.3% | -34.3% |
| YTD | -3.5% | +49.0% | -52.5% | -24.6% |
| 1Y | +17.4% | +42.1% | -24.8% | -6.2% |
| 3Y | +291.3% | +51.9% | +239.4% | +191.2% |
| All | +240.4% | +39.3% | +201.1% | +151.0% |
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