+23.4%
ILMN vs TRI
+195.1%
-171.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.1% |
| 7D | -3.9% | -8.4% | +4.5% | -0.6% |
| 30D | +6.9% | -6.5% | +13.4% | +9.4% |
| 3M | +28.1% | +18.6% | +9.5% | +16.6% |
| 6M | +65.0% | -10.4% | +75.4% | +68.1% |
| YTD | +56.3% | -23.7% | +80.0% | +71.0% |
| 1Y | +108.7% | -42.5% | +151.2% | +166.5% |
| 3Y | +33.1% | -19.3% | +52.4% | +32.8% |
| 5Y | -54.1% | -9.7% | -44.5% | -58.0% |
| All | +23.4% | +195.1% | -171.6% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling