+1,045.4%
ILMN vs TD
+2,648.6%
-1,603.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 3M | +29.8% | +7.6% | +22.2% | +24.2% |
| 6M | +69.2% | +25.0% | +44.2% | +49.0% |
| YTD | +66.4% | +31.0% | +35.4% | +42.3% |
| 1Y | +123.4% | +65.2% | +58.2% | +68.4% |
| 3Y | +33.2% | +122.5% | -89.3% | -15.3% |
| 5Y | -52.0% | +124.8% | -176.8% | -69.8% |
| 10Y | +33.6% | +298.2% | -264.6% | -40.4% |
| All | +1,045.4% | +2,648.6% | -1,603.3% | +66.6% |
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 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