+72.6%
ILMN vs TD
+52.8%
+19.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | -23.8% | +5.2% | -29.0% | -23.6% |
| 3M | +7.5% | +1.2% | +6.2% | +8.2% |
| 6M | +42.8% | +17.7% | +25.0% | +36.9% |
| YTD | +57.8% | +34.2% | +23.6% | +45.0% |
| 1Y | +72.6% | +55.4% | +17.2% | +43.3% |
| All | +72.6% | +52.8% | +19.8% | +43.3% |
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