+93.9%
ILMN vs TCOM
-39.6%
+133.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.1% | -5.2% |
| 7D | -21.6% | +10.7% | -32.2% | -22.5% |
| 30D | -22.9% | +10.1% | -32.9% | -23.8% |
| 3M | +11.6% | -8.9% | +20.5% | +13.3% |
| 6M | +62.5% | -19.2% | +81.7% | +68.9% |
| YTD | +72.7% | -40.6% | +113.4% | +87.7% |
| 1Y | +93.9% | -39.0% | +132.9% | +110.1% |
| All | +93.9% | -39.6% | +133.5% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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