+93.9%
ILMN vs TRI
-22.4%
+116.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.4% | -11.3% | -4.9% |
| 7D | -21.6% | +1.0% | -22.5% | -21.6% |
| 30D | -22.9% | +20.8% | -43.6% | -24.0% |
| 3M | +11.6% | +8.1% | +3.5% | +10.6% |
| 6M | +62.5% | +24.2% | +38.4% | +59.7% |
| YTD | +72.7% | -7.8% | +80.5% | +78.1% |
| 1Y | +93.9% | -16.7% | +110.5% | +106.2% |
| All | +93.9% | -22.4% | +116.3% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling