+1,028.0%
ILMN vs TD
+2,718.7%
-1,690.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -9.8% | -0.7% | -9.1% | -9.4% |
| 30D | -22.7% | +7.6% | -30.4% | -25.6% |
| 3M | +12.1% | +3.0% | +9.0% | +10.2% |
| 6M | +51.5% | +16.8% | +34.6% | +38.5% |
| YTD | +63.9% | +34.3% | +29.5% | +38.4% |
| 1Y | +76.6% | +56.0% | +20.6% | +37.4% |
| 3Y | +124.6% | +132.4% | -7.8% | +39.7% |
| 5Y | -42.7% | +103.7% | -146.4% | -61.9% |
| 10Y | +59.7% | +299.2% | -239.5% | -28.8% |
| All | +1,028.0% | +2,718.7% | -1,690.7% | +62.0% |
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