+1,045.4%
ILMN vs TAP
+133.4%
+911.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.2% | -2.3% | +3.5% | +1.8% |
| 30D | +9.2% | -2.1% | +11.3% | +9.7% |
| 3M | +29.8% | +6.6% | +23.2% | +27.0% |
| 6M | +69.2% | -11.5% | +80.7% | +73.4% |
| YTD | +66.4% | -10.3% | +76.6% | +69.2% |
| 1Y | +123.4% | -14.4% | +137.8% | +129.5% |
| 3Y | +33.2% | -28.3% | +61.5% | +42.3% |
| 5Y | -52.0% | +1.7% | -53.7% | -54.3% |
| 10Y | +33.6% | -49.2% | +82.8% | +48.1% |
| All | +1,045.4% | +133.4% | +911.9% | +762.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling