+132.2%
ILMN vs TXT
+11.3%
+120.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.8% |
| 7D | +0.7% | -1.1% | +1.8% | +1.2% |
| 30D | -22.7% | +13.3% | -36.0% | -26.9% |
| 3M | +8.6% | -5.1% | +13.8% | +11.1% |
| 6M | +43.8% | -7.1% | +50.9% | +47.2% |
| YTD | +59.8% | -3.2% | +63.0% | +56.5% |
| 1Y | +71.8% | +2.3% | +69.5% | +62.3% |
| All | +132.2% | +11.3% | +120.9% | +98.4% |
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