+108.7%
ILMN vs TCOM
-45.6%
+154.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.3% |
| 7D | -3.9% | -10.2% | +6.3% | -2.1% |
| 30D | +6.9% | -16.8% | +23.7% | +10.4% |
| 3M | +28.1% | -16.7% | +44.8% | +32.1% |
| 6M | +65.0% | -27.1% | +92.0% | +74.9% |
| YTD | +56.3% | -45.5% | +101.8% | +75.4% |
| 1Y | +108.7% | -45.9% | +154.6% | +133.3% |
| All | +108.7% | -45.6% | +154.3% | +133.3% |
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