+39.4%
BEN vs TW
+20.0%
+19.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | +1.8% | -0.6% | +2.4% | +1.9% |
| 3M | +8.4% | +3.4% | +5.0% | +6.6% |
| 6M | +35.6% | -18.4% | +54.1% | +43.0% |
| YTD | +46.4% | -3.9% | +50.3% | +45.8% |
| 1Y | +46.3% | -13.3% | +59.7% | +50.7% |
| 3Y | +54.6% | +20.8% | +33.8% | +34.8% |
| 5Y | +39.4% | +20.3% | +19.1% | +18.3% |
| All | +39.4% | +20.0% | +19.3% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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