+37.1%
ILMN vs TDY
+46.9%
-9.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.0% |
| 7D | -5.4% | -1.1% | -4.3% | -4.9% |
| 30D | +7.0% | -12.0% | +19.1% | +13.7% |
| 3M | +24.2% | -3.2% | +27.4% | +25.3% |
| 6M | +69.9% | -7.9% | +77.8% | +75.3% |
| YTD | +57.4% | +18.2% | +39.2% | +38.6% |
| 1Y | +107.9% | +6.7% | +101.2% | +94.4% |
| 3Y | +37.1% | +47.5% | -10.4% | +1.7% |
| All | +37.1% | +46.9% | -9.7% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling