+76.0%
ILMN vs TAP
-6.0%
+82.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +1.2% |
| 7D | -9.7% | +0.5% | -10.2% | -9.4% |
| 30D | -20.4% | +9.1% | -29.6% | -18.8% |
| 3M | +10.0% | -3.8% | +13.8% | +10.6% |
| 6M | +49.5% | -3.4% | +52.9% | +50.5% |
| YTD | +62.5% | -10.6% | +73.1% | +65.1% |
| 1Y | +76.0% | -4.4% | +80.4% | +76.1% |
| All | +76.0% | -6.0% | +82.0% | +76.1% |
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