+59.8%
ILMN vs TMF
-84.4%
+144.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | -9.7% | +1.2% | -10.9% | -9.7% |
| 30D | -20.4% | +19.7% | -40.1% | -21.1% |
| 3M | +10.0% | -2.1% | +12.1% | +10.1% |
| 6M | +49.5% | -13.4% | +62.9% | +50.4% |
| YTD | +62.5% | -16.7% | +79.2% | +63.7% |
| 1Y | +76.0% | -23.3% | +99.3% | +77.8% |
| 3Y | +94.2% | -24.8% | +119.0% | +96.1% |
| 5Y | -46.3% | -88.0% | +41.7% | -49.4% |
| All | +59.8% | -84.4% | +144.2% | +70.4% |
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