+37.0%
ILMN vs TXG
+31.6%
+5.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.7% | -8.0% | -4.9% |
| 7D | +1.9% | +9.4% | -7.5% | -1.2% |
| 30D | +12.3% | +26.1% | -13.8% | +3.6% |
| 3M | +33.5% | +124.8% | -91.3% | -0.5% |
| 6M | +69.4% | +215.2% | -145.9% | +10.8% |
| YTD | +60.9% | +302.2% | -241.3% | -4.1% |
| 1Y | +115.0% | +370.9% | -256.0% | +18.5% |
| 3Y | +37.0% | +38.5% | -1.5% | +5.9% |
| All | +37.0% | +31.6% | +5.4% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling