+57.6%
BEN vs TXT
+100.3%
-42.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.8% |
| 7D | +3.4% | +0.8% | +2.5% | +2.9% |
| 30D | +1.8% | -10.4% | +12.2% | +8.3% |
| 3M | +8.4% | -14.3% | +22.7% | +17.6% |
| 6M | +35.6% | -15.1% | +50.7% | +47.5% |
| YTD | +46.4% | -8.3% | +54.7% | +51.3% |
| 1Y | +46.3% | -0.7% | +47.0% | +43.9% |
| 3Y | +54.6% | +6.0% | +48.6% | +43.1% |
| 5Y | +39.4% | +12.5% | +26.9% | +23.0% |
| 10Y | +57.6% | +103.2% | -45.6% | -14.2% |
| All | +57.6% | +100.3% | -42.7% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling