+1,018.6%
ILMN vs TD
+2,685.2%
-1,666.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.8% |
| 7D | -9.7% | -1.7% | -8.0% | -8.9% |
| 30D | -20.4% | +8.2% | -28.6% | -23.5% |
| 3M | +10.0% | +1.7% | +8.3% | +8.9% |
| 6M | +49.5% | +14.2% | +35.2% | +38.3% |
| YTD | +62.5% | +32.8% | +29.7% | +38.1% |
| 1Y | +76.0% | +55.5% | +20.5% | +37.1% |
| 3Y | +94.2% | +129.6% | -35.5% | +21.5% |
| 5Y | -46.3% | +102.2% | -148.5% | -64.2% |
| 10Y | +62.7% | +306.3% | -243.5% | -28.2% |
| All | +1,018.6% | +2,685.2% | -1,666.6% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling