+54.4%
BEN vs TXG
+41.0%
+13.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | +3.4% | +9.1% | -5.8% | +2.0% |
| 30D | +1.8% | +14.9% | -13.1% | -0.5% |
| 3M | +8.4% | +120.0% | -111.6% | -5.3% |
| 6M | +35.6% | +221.8% | -186.2% | +10.2% |
| YTD | +46.4% | +312.6% | -266.2% | +13.3% |
| 1Y | +46.3% | +398.4% | -352.1% | +7.9% |
| All | +54.4% | +41.0% | +13.4% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling