+260.5%
ILMN vs TRGP
+2,231.3%
-1,970.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +1.2% | +0.8% | +0.4% | +1.1% |
| 30D | +9.2% | +11.5% | -2.3% | +6.9% |
| 3M | +29.8% | +9.0% | +20.9% | +27.4% |
| 6M | +69.2% | +20.5% | +48.7% | +62.5% |
| YTD | +66.4% | +59.5% | +6.8% | +51.4% |
| 1Y | +123.4% | +77.9% | +45.5% | +98.9% |
| 3Y | +33.2% | +253.6% | -220.4% | +3.8% |
| 5Y | -52.0% | +615.5% | -667.4% | -66.9% |
| 10Y | +33.6% | +897.1% | -863.5% | -24.0% |
| All | +260.5% | +2,231.3% | -1,970.8% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling