-51.5%
ILMN vs TD
+125.6%
-177.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +9.2% | +0.4% | +8.8% | +8.7% |
| 3M | +29.8% | +7.6% | +22.2% | +23.4% |
| 6M | +69.2% | +25.0% | +44.2% | +46.2% |
| YTD | +66.4% | +31.0% | +35.4% | +39.0% |
| 1Y | +123.4% | +65.2% | +58.2% | +60.7% |
| 3Y | +33.2% | +122.5% | -89.3% | -21.9% |
| All | -51.5% | +125.6% | -177.1% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling