-45.7%
ILMN vs TPG
+85.9%
-131.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.0% |
| 7D | +1.9% | -2.9% | +4.8% | +3.1% |
| 30D | +12.3% | +5.0% | +7.2% | +9.9% |
| 3M | +33.5% | +24.9% | +8.6% | +21.0% |
| 6M | +69.4% | +21.1% | +48.3% | +54.9% |
| YTD | +60.9% | -17.3% | +78.2% | +70.6% |
| 1Y | +115.0% | -9.8% | +124.8% | +118.2% |
| 3Y | +37.0% | +95.4% | -58.4% | -8.1% |
| All | -45.7% | +85.9% | -131.6% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling