+59.0%
ILMN vs TCOM
+7.7%
+51.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.7% |
| 7D | -6.0% | +2.2% | -8.2% | -6.5% |
| 30D | -23.0% | +12.5% | -35.6% | -25.2% |
| 3M | +10.4% | -5.6% | +16.0% | +11.4% |
| 6M | +49.4% | -16.5% | +65.9% | +54.1% |
| YTD | +62.3% | -39.4% | +101.7% | +78.6% |
| 1Y | +73.7% | -41.0% | +114.6% | +92.1% |
| 3Y | +122.5% | +29.2% | +93.3% | +99.4% |
| 5Y | -43.2% | +41.6% | -84.8% | -53.0% |
| 10Y | +59.0% | +6.6% | +52.3% | +26.8% |
| All | +59.0% | +7.7% | +51.3% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling