+56.0%
ILMN vs TNA
+33.3%
+22.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.9% | +3.7% | -6.6% | -4.0% |
| 30D | -23.8% | +4.4% | -28.2% | -24.8% |
| 3M | +7.5% | -26.7% | +34.1% | +17.8% |
| 6M | +42.8% | -12.8% | +55.6% | +46.9% |
| YTD | +57.8% | +22.7% | +35.2% | +43.5% |
| 1Y | +72.6% | +35.7% | +36.9% | +51.7% |
| 3Y | +129.3% | +134.6% | -5.2% | +57.8% |
| 5Y | -44.5% | -46.0% | +1.5% | -47.3% |
| All | +56.0% | +33.3% | +22.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling