+883.9%
ILMN vs TNA
+1,004.3%
-120.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | +9.2% | -4.9% | +14.1% | +10.7% |
| 3M | +29.8% | +0.4% | +29.5% | +28.9% |
| 6M | +69.2% | +32.5% | +36.7% | +53.1% |
| YTD | +66.4% | +53.7% | +12.7% | +42.5% |
| 1Y | +123.4% | +65.1% | +58.3% | +85.8% |
| 3Y | +33.2% | +98.4% | -65.3% | -2.6% |
| 5Y | -52.0% | -22.5% | -29.5% | -58.1% |
| 10Y | +33.6% | +82.5% | -48.9% | -29.3% |
| All | +883.9% | +1,004.3% | -120.4% | +129.4% |
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