+41.2%
ILMN vs TCOM
+13.4%
+27.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +1.2% | -9.5% | +10.7% | +2.8% |
| 30D | +9.2% | -10.7% | +19.9% | +11.2% |
| 3M | +29.8% | -14.6% | +44.5% | +32.9% |
| 6M | +69.2% | -19.3% | +88.5% | +74.8% |
| YTD | +66.4% | -42.9% | +109.3% | +81.5% |
| 1Y | +123.4% | -43.8% | +167.2% | +144.2% |
| All | +41.2% | +13.4% | +27.8% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling