+56.0%
ILMN vs TD
+300.0%
-244.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +1.1% | -4.0% | -3.4% |
| 30D | -23.8% | +5.2% | -29.0% | -25.6% |
| 3M | +7.5% | +1.2% | +6.2% | +6.8% |
| 6M | +42.8% | +17.7% | +25.0% | +30.0% |
| YTD | +57.8% | +34.2% | +23.6% | +33.3% |
| 1Y | +72.6% | +55.4% | +17.2% | +34.4% |
| 3Y | +129.3% | +130.4% | -1.1% | +42.8% |
| 5Y | -44.5% | +101.8% | -146.3% | -63.1% |
| All | +56.0% | +300.0% | -244.0% | -25.4% |
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