+5,882.1%
ILMN vs TCOM
+2,694.8%
+3,187.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +1.2% | -9.5% | +10.7% | +3.1% |
| 30D | +9.2% | -10.7% | +19.9% | +11.5% |
| 3M | +29.8% | -14.6% | +44.5% | +33.2% |
| 6M | +69.2% | -19.3% | +88.5% | +75.4% |
| YTD | +66.4% | -42.9% | +109.3% | +83.2% |
| 1Y | +123.4% | -43.8% | +167.2% | +146.5% |
| 3Y | +33.2% | +2.1% | +31.1% | +27.5% |
| 5Y | -52.0% | +31.2% | -83.2% | -58.2% |
| 10Y | +33.6% | -13.9% | +47.5% | +18.9% |
| All | +5,882.1% | +2,694.8% | +3,187.4% | +3,016.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling