+72.6%
ILMN vs TAP
-7.2%
+79.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -0.3% |
| 7D | -2.9% | +1.3% | -4.1% | -2.5% |
| 30D | -23.8% | +5.7% | -29.5% | -22.4% |
| 3M | +7.5% | -1.9% | +9.4% | +8.6% |
| 6M | +42.8% | +0.9% | +41.8% | +45.1% |
| YTD | +57.8% | -9.5% | +67.3% | +62.0% |
| 1Y | +72.6% | -9.0% | +81.6% | +76.8% |
| All | +72.6% | -7.2% | +79.8% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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