-53.1%
ILMN vs TRI
-7.1%
-46.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -1.3% |
| 7D | +1.9% | -7.1% | +9.0% | +4.2% |
| 30D | +12.3% | -2.3% | +14.6% | +12.9% |
| 3M | +33.5% | +19.6% | +14.0% | +23.5% |
| 6M | +69.4% | -8.7% | +78.1% | +72.6% |
| YTD | +60.9% | -22.3% | +83.2% | +78.1% |
| 1Y | +115.0% | -40.7% | +155.6% | +178.3% |
| 3Y | +37.0% | -17.8% | +54.8% | +27.4% |
| 5Y | -53.1% | -8.5% | -44.6% | -65.4% |
| All | -53.1% | -7.1% | -46.1% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling