-29.2%
ILMN vs TXG
+24.6%
-53.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.4% | -3.7% |
| 7D | -3.9% | +9.1% | -13.0% | -6.7% |
| 30D | +6.9% | +14.9% | -8.0% | +2.1% |
| 3M | +28.1% | +120.0% | -91.9% | -2.9% |
| 6M | +65.0% | +221.8% | -156.9% | +8.7% |
| YTD | +56.3% | +312.6% | -256.3% | -5.9% |
| 1Y | +108.7% | +398.4% | -289.7% | +16.0% |
| 3Y | +33.1% | +42.1% | -9.0% | +1.0% |
| 5Y | -54.1% | -63.5% | +9.3% | -54.6% |
| All | -29.2% | +24.6% | -53.8% | -52.5% |
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