+24.3%
ILMN vs TNA
+86.1%
-61.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | -5.4% | -7.3% | +1.9% | -3.2% |
| 30D | +7.0% | -14.2% | +21.2% | +12.1% |
| 3M | +24.2% | -4.6% | +28.8% | +25.5% |
| 6M | +69.9% | +36.9% | +33.0% | +51.8% |
| YTD | +57.4% | +42.5% | +14.9% | +37.0% |
| 1Y | +107.9% | +45.8% | +62.1% | +78.1% |
| 3Y | +37.1% | +104.7% | -67.5% | -2.2% |
| 5Y | -53.7% | -21.7% | -32.0% | -60.5% |
| All | +24.3% | +86.1% | -61.8% | -29.2% |
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