+72.6%
ILMN vs TXG
+254.8%
-182.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -2.9% | -1.8% | -1.0% | -2.3% |
| 30D | -23.8% | -20.4% | -3.4% | -16.7% |
| 3M | +7.5% | +0.1% | +7.4% | +9.7% |
| 6M | +42.8% | +176.2% | -133.4% | +7.8% |
| YTD | +57.8% | +256.8% | -198.9% | +13.1% |
| 1Y | +72.6% | +255.9% | -183.3% | +23.5% |
| All | +72.6% | +254.8% | -182.2% | +23.5% |
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 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