+41.8%
BEN vs TXT
+12.6%
+29.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | +4.7% | -0.2% | +4.9% | +4.8% |
| 30D | +2.6% | -11.1% | +13.7% | +9.6% |
| 3M | +11.5% | -13.0% | +24.5% | +19.9% |
| 6M | +35.3% | -16.2% | +51.5% | +48.4% |
| YTD | +48.6% | -8.7% | +57.4% | +53.7% |
| 1Y | +46.7% | -3.8% | +50.5% | +46.3% |
| 3Y | +57.0% | +5.5% | +51.5% | +42.4% |
| 5Y | +41.8% | +12.3% | +29.5% | +20.5% |
| All | +41.8% | +12.6% | +29.2% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling