+40.2%
ILMN vs TKO
+108.0%
-67.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.3% | -4.3% |
| 7D | +1.9% | +7.2% | -5.3% | +0.4% |
| 30D | +12.3% | +4.7% | +7.6% | +11.1% |
| 3M | +33.5% | -3.2% | +36.8% | +34.2% |
| 6M | +69.4% | -2.9% | +72.2% | +69.5% |
| YTD | +60.9% | -5.8% | +66.7% | +61.9% |
| 1Y | +115.0% | -1.1% | +116.0% | +113.4% |
| All | +40.2% | +108.0% | -67.8% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling