+94.2%
ILMN vs TXT
+7.8%
+86.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.4% | +3.3% |
| 7D | -9.7% | -2.5% | -7.2% | -8.8% |
| 30D | -20.4% | +14.4% | -34.8% | -24.9% |
| 3M | +10.0% | -4.9% | +14.9% | +12.2% |
| 6M | +49.5% | -10.2% | +59.7% | +55.6% |
| YTD | +62.5% | -4.1% | +66.6% | +59.9% |
| 1Y | +76.0% | +4.0% | +72.0% | +64.4% |
| 3Y | +94.2% | +8.0% | +86.2% | +69.9% |
| All | +94.2% | +7.8% | +86.3% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling