+37.1%
ILMN vs TPG
+81.8%
-44.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.0% |
| 7D | -5.4% | -9.4% | +4.0% | -2.2% |
| 30D | +7.0% | -5.3% | +12.3% | +8.8% |
| 3M | +24.2% | +12.9% | +11.3% | +18.4% |
| 6M | +69.9% | +20.1% | +49.8% | +57.9% |
| YTD | +57.4% | -22.5% | +79.9% | +70.0% |
| 1Y | +107.9% | -19.7% | +127.6% | +120.9% |
| 3Y | +37.1% | +81.2% | -44.1% | -9.4% |
| All | +37.1% | +81.8% | -44.7% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling