+123.4%
ILMN vs TLN
-17.2%
+140.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.3% | -2.0% |
| 7D | +1.2% | +7.1% | -5.8% | +0.3% |
| 30D | +9.2% | -3.9% | +13.1% | +9.6% |
| 3M | +29.8% | -16.2% | +46.0% | +31.8% |
| 6M | +69.2% | -5.8% | +75.0% | +68.4% |
| YTD | +66.4% | -15.4% | +81.8% | +67.6% |
| 1Y | +123.4% | -16.7% | +140.1% | +128.1% |
| All | +123.4% | -17.2% | +140.6% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling