+5,952.3%
ILMN vs TCOM
+2,899.8%
+3,052.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.7% |
| 7D | -2.6% | +7.4% | -10.0% | -3.9% |
| 30D | -20.6% | +13.2% | -33.8% | -22.7% |
| 3M | +17.5% | -4.6% | +22.0% | +18.1% |
| 6M | +55.6% | -16.4% | +72.0% | +59.8% |
| YTD | +68.3% | -38.8% | +107.1% | +82.3% |
| 1Y | +81.1% | -37.3% | +118.4% | +95.2% |
| 3Y | +112.2% | +31.4% | +80.7% | +93.4% |
| 5Y | -42.6% | +45.5% | -88.1% | -51.0% |
| 10Y | +70.5% | +4.6% | +65.8% | +45.9% |
| All | +5,952.3% | +2,899.8% | +3,052.5% | +3,002.3% |
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 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