+24.3%
ILMN vs TDY
+479.2%
-454.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +1.9% |
| 7D | -5.4% | -1.1% | -4.3% | -4.8% |
| 30D | +7.0% | -12.0% | +19.1% | +14.4% |
| 3M | +24.2% | -3.2% | +27.4% | +25.7% |
| 6M | +69.9% | -7.9% | +77.8% | +75.9% |
| YTD | +57.4% | +18.2% | +39.2% | +40.6% |
| 1Y | +107.9% | +6.7% | +101.2% | +96.7% |
| 3Y | +37.1% | +47.5% | -10.4% | +7.3% |
| 5Y | -53.7% | +39.5% | -93.2% | -62.9% |
| All | +24.3% | +479.2% | -454.9% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling