+71.4%
BEN vs TXG
+7.8%
+63.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.8% |
| 3M | +7.5% | +0.1% | +7.4% | +5.6% |
| 6M | +14.7% | +176.2% | -161.5% | -7.1% |
| YTD | +56.1% | +256.8% | -200.7% | +19.1% |
| 1Y | +69.6% | +255.9% | -186.3% | +28.9% |
| 3Y | +87.7% | +60.2% | +27.5% | +54.3% |
| 5Y | +28.6% | -65.1% | +93.7% | +21.9% |
| All | +71.4% | +7.8% | +63.6% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling