-54.1%
ILMN vs TKO
+306.8%
-360.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.3% |
| 7D | -3.9% | +0.7% | -4.5% | -4.1% |
| 30D | +6.9% | +0.9% | +6.0% | +6.5% |
| 3M | +28.1% | -6.2% | +34.3% | +29.7% |
| 6M | +65.0% | -5.6% | +70.6% | +66.3% |
| YTD | +56.3% | -7.8% | +64.1% | +58.2% |
| 1Y | +108.7% | -1.2% | +109.9% | +107.0% |
| 3Y | +33.1% | +106.5% | -73.4% | +6.9% |
| 5Y | -54.1% | +310.4% | -364.5% | -72.4% |
| All | -54.1% | +306.8% | -360.9% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling