+58.5%
BEN vs TXG
+27.0%
+31.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.6% |
| 7D | -3.1% | +9.5% | -12.6% | -4.6% |
| 30D | +0.2% | +18.8% | -18.6% | -3.0% |
| 3M | +6.8% | +136.1% | -129.3% | -9.3% |
| 6M | +38.1% | +235.2% | -197.1% | +9.0% |
| YTD | +44.3% | +320.5% | -276.2% | +8.6% |
| 1Y | +42.6% | +425.2% | -382.6% | +1.3% |
| 3Y | +52.3% | +42.9% | +9.4% | +29.8% |
| 5Y | +37.6% | -62.8% | +100.5% | +29.9% |
| All | +58.5% | +27.0% | +31.4% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling