+42.5%
BEN vs TW
+221.1%
-178.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +0.2% | -2.3% | +2.6% | +0.9% |
| 30D | -0.5% | +3.9% | -4.5% | -1.6% |
| 3M | +9.7% | +5.7% | +4.0% | +7.3% |
| 6M | +33.9% | -14.5% | +48.4% | +38.8% |
| YTD | +49.0% | -0.9% | +49.8% | +47.2% |
| 1Y | +42.1% | -13.5% | +55.6% | +46.3% |
| 3Y | +51.9% | +25.0% | +26.9% | +35.8% |
| 5Y | +39.0% | +22.7% | +16.4% | +21.4% |
| All | +42.5% | +221.1% | -178.6% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling