-52.8%
ILMN vs TNA
-18.8%
-34.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | +1.9% | +4.1% | -2.2% | +0.5% |
| 30D | +12.3% | -7.6% | +19.9% | +15.3% |
| 3M | +33.5% | +8.1% | +25.5% | +29.2% |
| 6M | +69.4% | +49.0% | +20.4% | +44.2% |
| YTD | +60.9% | +51.7% | +9.2% | +33.8% |
| 1Y | +115.0% | +59.6% | +55.4% | +73.5% |
| 3Y | +37.0% | +118.9% | -81.9% | -11.8% |
| All | -52.8% | -18.8% | -34.0% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling