+73.7%
ILMN vs TCOM
-40.4%
+114.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.8% |
| 7D | -6.0% | +2.2% | -8.2% | -6.2% |
| 30D | -23.0% | +12.5% | -35.6% | -24.2% |
| 3M | +10.4% | -5.6% | +16.0% | +11.8% |
| 6M | +49.4% | -16.5% | +65.9% | +54.7% |
| YTD | +62.3% | -39.4% | +101.7% | +75.4% |
| 1Y | +73.7% | -41.0% | +114.6% | +89.7% |
| All | +73.7% | -40.4% | +114.1% | +89.7% |
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