-44.6%
ILMN vs TRGP
+409.5%
-454.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.1% | +3.3% |
| 7D | -9.7% | -16.0% | +6.3% | -4.8% |
| 30D | -20.4% | -6.4% | -14.0% | -18.9% |
| 3M | +10.0% | -1.0% | +11.0% | +9.8% |
| 6M | +49.5% | +7.0% | +42.5% | +44.5% |
| YTD | +62.5% | +46.1% | +16.4% | +39.2% |
| 1Y | +76.0% | +58.7% | +17.3% | +46.0% |
| 3Y | +94.2% | +221.9% | -127.7% | +16.1% |
| All | -44.6% | +409.5% | -454.0% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling