+71.8%
ILMN vs TXG
+256.0%
-184.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | +0.2% |
| 7D | +0.7% | +1.8% | -1.0% | 0.0% |
| 30D | -22.7% | -17.7% | -5.1% | -16.5% |
| 3M | +8.6% | +2.3% | +6.3% | +10.1% |
| 6M | +43.8% | +182.5% | -138.7% | +7.6% |
| YTD | +59.8% | +262.4% | -202.6% | +13.5% |
| 1Y | +71.8% | +254.1% | -182.3% | +22.1% |
| All | +71.8% | +256.0% | -184.2% | +22.1% |
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