+316.4%
TJX vs ILMN
+54.3%
+262.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.3% | -2.9% | +2.5% | +0.1% |
| 30D | -5.6% | -23.8% | +18.2% | -2.3% |
| 3M | -12.3% | +7.5% | -19.8% | -14.5% |
| 6M | -7.7% | +42.8% | -50.5% | -14.5% |
| YTD | -11.4% | +57.8% | -69.2% | -19.8% |
| 1Y | -7.0% | +72.6% | -79.6% | -17.2% |
| 3Y | +53.3% | +129.3% | -76.1% | +24.1% |
| 5Y | +109.9% | -44.5% | +154.4% | +121.2% |
| All | +316.4% | +54.3% | +262.1% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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