+31.8%
ILMN vs TMF
-86.8%
+118.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.6% |
| 7D | +1.2% | -1.4% | +2.7% | +1.3% |
| 30D | +9.2% | -2.8% | +12.0% | +9.3% |
| 3M | +29.8% | -10.9% | +40.8% | +30.5% |
| 6M | +69.2% | -21.3% | +90.5% | +70.9% |
| YTD | +66.4% | -15.9% | +82.3% | +67.6% |
| 1Y | +123.4% | -15.7% | +139.1% | +124.9% |
| 3Y | +33.2% | -43.4% | +76.5% | +34.7% |
| 5Y | -52.0% | -87.8% | +35.8% | -54.4% |
| All | +31.8% | -86.8% | +118.6% | +40.7% |
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