+76.6%
ILMN vs TMF
-25.6%
+102.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.1% |
| 7D | -9.8% | -1.1% | -8.7% | -9.7% |
| 30D | -22.7% | +11.8% | -34.6% | -25.3% |
| 3M | +12.1% | -4.0% | +16.1% | +13.9% |
| 6M | +51.5% | -16.5% | +68.0% | +62.1% |
| YTD | +63.9% | -19.9% | +83.8% | +78.7% |
| 1Y | +76.6% | -25.6% | +102.1% | +98.8% |
| All | +76.6% | -25.6% | +102.1% | +98.8% |
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