+93.9%
ILMN vs TXG
+406.9%
-313.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.4% | -8.3% | -6.1% |
| 7D | -21.6% | -19.3% | -2.3% | -15.5% |
| 30D | -22.9% | -30.9% | +8.1% | -13.6% |
| 3M | +11.6% | +41.1% | -29.5% | +3.2% |
| 6M | +62.5% | +211.9% | -149.3% | +22.1% |
| YTD | +72.7% | +314.0% | -241.3% | +24.7% |
| 1Y | +93.9% | +405.4% | -311.5% | +37.6% |
| All | +93.9% | +406.9% | -313.1% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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