+56.0%
ILMN vs TKO
+1,121.1%
-1,065.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -2.9% | +2.3% | -5.2% | -3.4% |
| 30D | -23.8% | +13.4% | -37.2% | -26.1% |
| 3M | +7.5% | -1.7% | +9.2% | +7.6% |
| 6M | +42.8% | +7.2% | +35.5% | +39.5% |
| YTD | +57.8% | -5.4% | +63.2% | +58.3% |
| 1Y | +72.6% | +8.7% | +63.9% | +67.2% |
| 3Y | +129.3% | +150.4% | -21.1% | +78.3% |
| 5Y | -44.5% | +276.6% | -321.1% | -61.9% |
| All | +56.0% | +1,121.1% | -1,065.1% | -9.8% |
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