-46.9%
ILMN vs TPG
+74.1%
-121.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.9% |
| 7D | -5.4% | -9.4% | +4.0% | -1.6% |
| 30D | +7.0% | -5.3% | +12.3% | +9.1% |
| 3M | +24.2% | +12.9% | +11.3% | +17.3% |
| 6M | +69.9% | +20.1% | +49.8% | +55.8% |
| YTD | +57.4% | -22.5% | +79.9% | +71.2% |
| 1Y | +107.9% | -19.7% | +127.6% | +121.6% |
| 3Y | +37.1% | +81.2% | -44.1% | -5.2% |
| All | -46.9% | +74.1% | -121.0% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling