+5,131.2%
BEN vs TXT
+2,283.4%
+2,847.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.4% |
| 7D | +12.1% | -1.1% | +13.2% | +12.7% |
| 30D | +13.4% | +17.1% | -3.7% | +4.9% |
| 3M | +9.4% | -2.6% | +12.0% | +10.1% |
| 6M | +19.3% | -4.6% | +23.8% | +20.6% |
| YTD | +57.3% | -0.3% | +57.6% | +55.0% |
| 1Y | +69.1% | +5.9% | +63.2% | +62.0% |
| 3Y | +85.6% | +14.4% | +71.2% | +69.1% |
| 5Y | +32.9% | +15.9% | +17.1% | +19.7% |
| 10Y | +58.3% | +99.6% | -41.3% | +5.3% |
| All | +5,131.2% | +2,283.4% | +2,847.8% | +840.3% |
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