+59.0%
ILMN vs TXT
+98.8%
-39.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -6.0% | -0.8% | -5.2% | -5.7% |
| 30D | -23.0% | +13.4% | -36.4% | -26.6% |
| 3M | +10.4% | -2.5% | +13.0% | +10.9% |
| 6M | +49.4% | -6.2% | +55.6% | +51.4% |
| YTD | +62.3% | -1.3% | +63.7% | +60.0% |
| 1Y | +73.7% | +4.3% | +69.4% | +67.6% |
| 3Y | +122.5% | +13.2% | +109.3% | +107.7% |
| 5Y | -43.2% | +12.4% | -55.5% | -47.4% |
| 10Y | +59.0% | +94.8% | -35.8% | +41.2% |
| All | +59.0% | +98.8% | -39.9% | +41.2% |
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