+70.5%
ILMN vs TXT
+115.3%
-44.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.8% |
| 7D | -2.6% | -3.5% | +1.0% | -1.3% |
| 30D | -20.6% | +15.2% | -35.8% | -24.7% |
| 3M | +17.5% | -4.5% | +21.9% | +18.9% |
| 6M | +55.6% | -6.1% | +61.7% | +57.6% |
| YTD | +68.3% | -2.0% | +70.3% | +66.3% |
| 1Y | +81.1% | +4.2% | +76.9% | +74.9% |
| 3Y | +112.2% | +14.4% | +97.8% | +97.2% |
| 5Y | -42.6% | +12.3% | -54.9% | -46.9% |
| 10Y | +70.5% | +101.8% | -31.4% | +46.9% |
| All | +70.5% | +115.3% | -44.9% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling