-48.2%
ILMN vs TPG
+71.4%
-119.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.2% |
| 7D | -9.2% | -11.8% | +2.6% | -4.5% |
| 30D | +4.4% | -6.3% | +10.6% | +6.9% |
| 3M | +23.9% | +13.6% | +10.3% | +16.7% |
| 6M | +64.5% | +13.8% | +50.7% | +54.1% |
| YTD | +53.5% | -23.7% | +77.2% | +68.0% |
| 1Y | +110.8% | -18.2% | +128.9% | +122.6% |
| 3Y | +30.7% | +80.1% | -49.5% | -9.5% |
| All | -48.2% | +71.4% | -119.6% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling