+123.4%
ILMN vs TXT
-1.0%
+124.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +1.2% | -4.8% | +6.0% | +2.0% |
| 30D | +9.2% | -10.6% | +19.8% | +11.3% |
| 3M | +29.8% | -13.2% | +43.0% | +32.6% |
| 6M | +69.2% | -20.3% | +89.5% | +76.6% |
| YTD | +66.4% | -9.3% | +75.6% | +60.7% |
| 1Y | +123.4% | -2.7% | +126.1% | +98.7% |
| All | +123.4% | -1.0% | +124.4% | +98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling