+37.0%
ILMN vs TRI
-17.7%
+54.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -2.3% |
| 7D | +1.9% | -7.1% | +9.0% | +3.0% |
| 30D | +12.3% | -2.3% | +14.6% | +12.7% |
| 3M | +33.5% | +19.6% | +14.0% | +29.0% |
| 6M | +69.4% | -8.7% | +78.1% | +71.6% |
| YTD | +60.9% | -22.3% | +83.2% | +70.6% |
| 1Y | +115.0% | -40.7% | +155.6% | +147.8% |
| 3Y | +37.0% | -17.8% | +54.8% | +35.4% |
| All | +37.0% | -17.7% | +54.7% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling