-26.4%
ILMN vs TXG
+14.9%
-41.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.5% |
| 7D | -6.0% | -8.1% | +2.1% | -3.4% |
| 30D | -23.0% | -17.5% | -5.6% | -17.8% |
| 3M | +10.4% | +6.1% | +4.3% | +8.0% |
| 6M | +49.4% | +202.7% | -153.3% | +1.3% |
| YTD | +62.3% | +280.4% | -218.1% | +0.2% |
| 1Y | +73.7% | +274.0% | -200.3% | +6.9% |
| 3Y | +122.5% | +74.9% | +47.6% | +58.3% |
| 5Y | -43.2% | -63.0% | +19.9% | -43.4% |
| All | -26.4% | +14.9% | -41.3% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling