+89.5%
ILMN vs TMF
-25.2%
+114.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.6% | -8.7% | -8.3% |
| 7D | -28.3% | +2.7% | -31.0% | -28.7% |
| 30D | -24.0% | +19.3% | -43.3% | -26.3% |
| 3M | +4.1% | -3.7% | +7.7% | +4.6% |
| 6M | +49.6% | -11.3% | +60.9% | +52.4% |
| YTD | +58.6% | -16.6% | +75.2% | +63.2% |
| 1Y | +69.9% | -21.1% | +91.0% | +76.3% |
| All | +89.5% | -25.2% | +114.7% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling