+844.8%
ILMN vs TNA
+790.3%
+54.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.2% |
| 7D | +0.7% | +7.7% | -7.0% | -1.5% |
| 30D | -22.7% | -0.7% | -22.0% | -22.6% |
| 3M | +8.6% | -25.4% | +34.0% | +18.1% |
| 6M | +43.8% | -11.8% | +55.6% | +47.4% |
| YTD | +59.8% | +23.9% | +35.8% | +45.4% |
| 1Y | +71.8% | +25.6% | +46.2% | +55.1% |
| 3Y | +119.0% | +137.1% | -18.1% | +52.7% |
| 5Y | -43.8% | -45.4% | +1.6% | -45.6% |
| 10Y | +56.4% | +39.5% | +16.9% | -10.4% |
| All | +844.8% | +790.3% | +54.5% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling