+4,855.7%
BEN vs TXT
+2,070.1%
+2,785.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +0.2% | -4.8% | +5.0% | +2.6% |
| 30D | -0.5% | -10.6% | +10.1% | +4.7% |
| 3M | +9.7% | -13.2% | +22.9% | +16.7% |
| 6M | +33.9% | -20.3% | +54.2% | +47.9% |
| YTD | +49.0% | -9.3% | +58.2% | +54.2% |
| 1Y | +42.1% | -2.7% | +44.8% | +42.0% |
| 3Y | +51.9% | +1.4% | +50.5% | +47.0% |
| 5Y | +39.0% | +9.6% | +29.5% | +29.3% |
| 10Y | +57.9% | +94.9% | -37.0% | +7.0% |
| All | +4,855.7% | +2,070.1% | +2,785.7% | +835.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling