+29.3%
BEN vs TXG
-65.2%
+94.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.7% |
| 7D | +6.8% | -1.8% | +8.6% | +7.1% |
| 30D | +18.0% | -20.4% | +38.4% | +22.1% |
| 3M | +7.5% | +0.1% | +7.4% | +5.4% |
| 6M | +14.7% | +176.2% | -161.5% | -9.3% |
| YTD | +56.1% | +256.8% | -200.7% | +15.4% |
| 1Y | +69.6% | +255.9% | -186.3% | +24.8% |
| 3Y | +87.7% | +60.2% | +27.5% | +52.7% |
| All | +29.3% | -65.2% | +94.4% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling