+2.7%
ILMN vs TLN
+710.8%
-708.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -0.9% |
| 7D | -2.9% | +11.0% | -13.9% | -4.1% |
| 30D | -23.8% | +4.9% | -28.7% | -24.3% |
| 3M | +7.5% | +4.9% | +2.5% | +6.5% |
| 6M | +42.8% | +7.1% | +35.6% | +40.3% |
| YTD | +57.8% | +0.3% | +57.5% | +55.3% |
| 1Y | +72.6% | +5.9% | +66.7% | +68.6% |
| 3Y | +129.3% | +578.5% | -449.1% | +80.0% |
| All | +2.7% | +710.8% | -708.2% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling