+76.0%
ILMN vs TXT
+4.1%
+71.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.4% | +2.6% |
| 7D | -9.7% | -2.5% | -7.2% | -9.5% |
| 30D | -20.4% | +14.4% | -34.8% | -20.5% |
| 3M | +10.0% | -4.9% | +14.9% | +10.9% |
| 6M | +49.5% | -10.2% | +59.7% | +51.3% |
| YTD | +62.5% | -4.1% | +66.6% | +57.0% |
| 1Y | +76.0% | +4.0% | +72.0% | +59.2% |
| All | +76.0% | +4.1% | +71.8% | +59.2% |
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 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