+70.5%
ILMN vs TMF
-83.0%
+153.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -2.6% | +0.6% | -3.2% | -2.6% |
| 30D | -20.6% | +16.3% | -36.9% | -21.2% |
| 3M | +17.5% | -2.7% | +20.1% | +17.5% |
| 6M | +55.6% | -13.2% | +68.8% | +56.5% |
| YTD | +68.3% | -16.7% | +85.0% | +69.5% |
| 1Y | +81.1% | -22.7% | +103.8% | +82.9% |
| 3Y | +112.2% | -26.1% | +138.2% | +114.3% |
| 5Y | -42.6% | -88.4% | +45.8% | -46.5% |
| 10Y | +70.5% | -81.8% | +152.3% | +75.5% |
| All | +70.5% | -83.0% | +153.5% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling