+21.2%
ILMN vs TKO
+985.8%
-964.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.6% |
| 7D | -9.2% | +0.1% | -9.3% | -9.3% |
| 30D | +4.4% | -2.6% | +7.0% | +4.9% |
| 3M | +23.9% | -7.8% | +31.7% | +25.9% |
| 6M | +64.5% | -7.0% | +71.5% | +66.4% |
| YTD | +53.5% | -8.5% | +62.0% | +55.5% |
| 1Y | +110.8% | -1.3% | +112.1% | +109.2% |
| 3Y | +30.7% | +105.0% | -74.3% | +6.2% |
| 5Y | -54.8% | +292.9% | -347.8% | -69.5% |
| All | +21.2% | +985.8% | -964.6% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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