+27.8%
ILMN vs TRGP
+827.0%
-799.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | -3.9% | -0.7% | -3.2% | -3.7% |
| 30D | +6.9% | +9.5% | -2.6% | +4.9% |
| 3M | +28.1% | +10.8% | +17.3% | +25.2% |
| 6M | +65.0% | +25.3% | +39.6% | +56.9% |
| YTD | +56.3% | +60.3% | -4.0% | +41.3% |
| 1Y | +108.7% | +84.6% | +24.2% | +83.1% |
| 3Y | +33.1% | +264.4% | -231.3% | +1.6% |
| 5Y | -54.1% | +636.6% | -690.7% | -69.1% |
| 10Y | +27.8% | +848.9% | -821.1% | -25.9% |
| All | +27.8% | +827.0% | -799.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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