+65.9%
BEN vs TXT
+7.8%
+58.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.6% |
| 7D | +6.6% | -2.5% | +9.1% | +7.7% |
| 30D | +3.8% | +14.4% | -10.5% | -2.8% |
| 3M | +0.2% | -4.9% | +5.1% | +2.2% |
| 6M | +10.4% | -10.2% | +20.7% | +15.2% |
| YTD | +46.2% | -4.1% | +50.3% | +46.2% |
| 1Y | +52.3% | +4.0% | +48.3% | +45.6% |
| 3Y | +65.9% | +8.0% | +58.0% | +50.6% |
| All | +65.9% | +7.8% | +58.1% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling