-42.7%
ILMN vs TXG
-62.5%
+19.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.5% |
| 7D | -9.8% | -3.7% | -6.1% | -8.8% |
| 30D | -22.7% | -22.0% | -0.7% | -15.5% |
| 3M | +12.1% | +7.4% | +4.7% | +9.0% |
| 6M | +51.5% | +191.2% | -139.7% | +1.2% |
| YTD | +63.9% | +285.7% | -221.8% | -2.9% |
| 1Y | +76.6% | +268.3% | -191.7% | +5.5% |
| 3Y | +124.6% | +77.3% | +47.3% | +55.7% |
| 5Y | -42.7% | -62.3% | +19.6% | -44.9% |
| All | -42.7% | -62.5% | +19.8% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling