-42.6%
ILMN vs TMF
-88.4%
+45.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | -20.6% | +16.3% | -36.9% | -22.5% |
| 3M | +17.5% | -2.7% | +20.1% | +17.6% |
| 6M | +55.6% | -13.2% | +68.8% | +58.3% |
| YTD | +68.3% | -16.7% | +85.0% | +72.2% |
| 1Y | +81.1% | -22.7% | +103.8% | +87.1% |
| 3Y | +112.2% | -26.1% | +138.2% | +116.4% |
| 5Y | -42.6% | -88.4% | +45.8% | -37.2% |
| All | -42.6% | -88.4% | +45.8% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling