+104.8%
ILMN vs TRGP
+235.6%
-130.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.1% | +3.0% |
| 7D | -9.7% | -16.0% | +6.3% | -6.8% |
| 30D | -20.4% | -6.4% | -14.0% | -19.4% |
| 3M | +10.0% | -1.0% | +11.0% | +10.0% |
| 6M | +49.5% | +7.0% | +42.5% | +46.3% |
| YTD | +62.5% | +46.1% | +16.4% | +45.1% |
| 1Y | +76.0% | +58.7% | +17.3% | +53.0% |
| All | +104.8% | +235.6% | -130.8% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling