+491.0%
ILMN vs TMF
-69.1%
+560.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.6% | -8.7% | -8.2% |
| 7D | -28.3% | +2.7% | -31.0% | -28.2% |
| 30D | -24.0% | +19.3% | -43.3% | -23.2% |
| 3M | +4.1% | -3.7% | +7.7% | +4.0% |
| 6M | +49.6% | -11.3% | +60.9% | +48.9% |
| YTD | +58.6% | -16.6% | +75.2% | +57.4% |
| 1Y | +69.9% | -21.1% | +91.0% | +68.1% |
| 3Y | +82.9% | -26.8% | +109.7% | +81.7% |
| 5Y | -47.6% | -88.0% | +40.4% | -56.7% |
| 10Y | +58.8% | -84.7% | +143.5% | +45.5% |
| All | +491.0% | -69.1% | +560.1% | +545.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling