+42.1%
BEN vs TXT
-1.0%
+43.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +0.2% | -4.8% | +5.0% | +1.9% |
| 30D | -0.5% | -10.6% | +10.1% | +3.2% |
| 3M | +9.7% | -13.2% | +22.9% | +14.5% |
| 6M | +33.9% | -20.3% | +54.2% | +42.9% |
| YTD | +49.0% | -9.3% | +58.2% | +52.2% |
| 1Y | +42.1% | -2.7% | +44.8% | +40.6% |
| All | +42.1% | -1.0% | +43.1% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling