+255.0%
ILMN vs TRGP
+2,170.2%
-1,915.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -3.2% |
| 7D | -9.8% | -5.8% | -4.0% | -8.8% |
| 30D | -22.7% | -1.5% | -21.3% | -22.6% |
| 3M | +12.1% | +6.1% | +6.0% | +10.6% |
| 6M | +51.5% | +14.4% | +37.1% | +47.0% |
| YTD | +63.9% | +55.3% | +8.5% | +49.6% |
| 1Y | +76.6% | +69.1% | +7.4% | +58.7% |
| 3Y | +124.6% | +254.3% | -129.7% | +75.0% |
| 5Y | -42.7% | +471.4% | -514.1% | -59.1% |
| 10Y | +59.7% | +773.0% | -713.3% | -7.2% |
| All | +255.0% | +2,170.2% | -1,915.2% | +29.2% |
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 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