+76.6%
ILMN vs TD
+55.9%
+20.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -9.8% | -0.7% | -9.1% | -9.3% |
| 30D | -22.7% | +7.6% | -30.4% | -22.7% |
| 3M | +12.1% | +3.0% | +9.0% | +12.4% |
| 6M | +51.5% | +16.8% | +34.6% | +45.5% |
| YTD | +63.9% | +34.3% | +29.5% | +50.1% |
| 1Y | +76.6% | +56.0% | +20.6% | +47.1% |
| All | +76.6% | +55.9% | +20.6% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling