+27.8%
ILMN vs TCOM
-12.7%
+40.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.2% |
| 7D | -3.9% | -10.2% | +6.3% | -1.6% |
| 30D | +6.9% | -16.8% | +23.7% | +11.3% |
| 3M | +28.1% | -16.7% | +44.8% | +32.8% |
| 6M | +65.0% | -27.1% | +92.0% | +76.1% |
| YTD | +56.3% | -45.5% | +101.8% | +76.9% |
| 1Y | +108.7% | -45.9% | +154.6% | +136.5% |
| 3Y | +33.1% | +9.8% | +23.3% | +23.6% |
| 5Y | -54.1% | +23.8% | -77.9% | -61.1% |
| 10Y | +27.8% | -10.8% | +38.6% | +18.4% |
| All | +27.8% | -12.7% | +40.5% | +18.4% |
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