+58.0%
ILMN vs TNA
+34.7%
+23.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.1% |
| 7D | +0.7% | +7.7% | -7.0% | -1.6% |
| 30D | -22.7% | -0.7% | -22.0% | -22.6% |
| 3M | +8.6% | -25.4% | +34.0% | +18.4% |
| 6M | +43.8% | -11.8% | +55.6% | +47.4% |
| YTD | +59.8% | +23.9% | +35.8% | +44.8% |
| 1Y | +71.8% | +25.6% | +46.2% | +54.4% |
| 3Y | +119.0% | +137.1% | -18.1% | +50.2% |
| 5Y | -43.8% | -45.4% | +1.6% | -46.9% |
| All | +58.0% | +34.7% | +23.2% | +0.2% |
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