+94.2%
ILMN vs TLN
+538.9%
-444.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +1.6% |
| 7D | -9.7% | -1.3% | -8.4% | -9.5% |
| 30D | -20.4% | -10.5% | -9.9% | -19.5% |
| 3M | +10.0% | +0.1% | +9.9% | +9.8% |
| 6M | +49.5% | -17.4% | +66.9% | +51.5% |
| YTD | +62.5% | -9.7% | +72.2% | +62.0% |
| 1Y | +76.0% | -12.3% | +88.2% | +75.8% |
| 3Y | +94.2% | +528.3% | -434.1% | +50.1% |
| All | +94.2% | +538.9% | -444.8% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling