+31.6%
ILMN vs TD
+300.1%
-268.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.8% |
| 7D | +1.9% | +0.9% | +1.0% | +1.5% |
| 30D | +12.3% | -0.7% | +12.9% | +12.5% |
| 3M | +33.5% | +6.3% | +27.3% | +28.6% |
| 6M | +69.4% | +27.9% | +41.4% | +46.9% |
| YTD | +60.9% | +29.8% | +31.1% | +38.0% |
| 1Y | +115.0% | +63.7% | +51.3% | +62.0% |
| 3Y | +37.0% | +128.3% | -91.3% | -14.9% |
| 5Y | -53.1% | +125.5% | -178.7% | -70.7% |
| All | +31.6% | +300.1% | -268.5% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling