+72.6%
ILMN vs TMF
-30.5%
+103.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -2.9% | -9.3% | +6.4% | -1.5% |
| 30D | -23.8% | +1.9% | -25.8% | -24.9% |
| 3M | +7.5% | -11.2% | +18.7% | +10.9% |
| 6M | +42.8% | -17.7% | +60.5% | +51.6% |
| YTD | +57.8% | -24.5% | +82.3% | +73.7% |
| 1Y | +72.6% | -29.4% | +102.0% | +96.1% |
| All | +72.6% | -30.5% | +103.1% | +96.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling