-53.1%
ILMN vs TRGP
+631.5%
-684.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.7% | -3.7% |
| 7D | +1.9% | -0.6% | +2.5% | +2.1% |
| 30D | +12.3% | +14.6% | -2.3% | +7.5% |
| 3M | +33.5% | +11.9% | +21.6% | +28.3% |
| 6M | +69.4% | +25.3% | +44.1% | +55.8% |
| YTD | +60.9% | +61.9% | -0.9% | +34.8% |
| 1Y | +115.0% | +87.3% | +27.7% | +70.1% |
| 3Y | +37.0% | +268.0% | -231.0% | -19.4% |
| 5Y | -53.1% | +638.2% | -691.4% | -75.9% |
| All | -53.1% | +631.5% | -684.6% | -75.9% |
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 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