+108.7%
ILMN vs TRGP
+84.4%
+24.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.9% |
| 7D | -3.9% | -0.7% | -3.2% | -3.9% |
| 30D | +6.9% | +9.5% | -2.6% | +7.4% |
| 3M | +28.1% | +10.8% | +17.3% | +29.0% |
| 6M | +65.0% | +25.3% | +39.6% | +64.6% |
| YTD | +56.3% | +60.3% | -4.0% | +50.5% |
| 1Y | +108.7% | +84.6% | +24.2% | +87.0% |
| All | +108.7% | +84.4% | +24.3% | +87.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling