+93.9%
ILMN vs TPG
+0.9%
+92.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.7% | -8.6% | -5.5% |
| 7D | -21.6% | +12.5% | -34.0% | -22.9% |
| 30D | -22.9% | +12.7% | -35.6% | -24.3% |
| 3M | +11.6% | +3.5% | +8.1% | +11.4% |
| 6M | +62.5% | +14.1% | +48.4% | +59.3% |
| YTD | +72.7% | -18.5% | +91.2% | +75.6% |
| 1Y | +93.9% | -1.8% | +95.7% | +90.6% |
| All | +93.9% | +0.9% | +92.9% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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