+8,412.2%
ILMN vs TRI
+584.3%
+7,828.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -2.9% | -2.9% | 0.0% | -1.8% |
| 30D | -23.8% | +3.7% | -27.5% | -26.4% |
| 3M | +7.5% | +3.7% | +3.7% | +3.1% |
| 6M | +42.8% | +35.1% | +7.6% | +17.9% |
| YTD | +57.8% | -14.0% | +71.8% | +56.8% |
| 1Y | +72.6% | -19.0% | +91.6% | +76.5% |
| 3Y | +129.3% | -12.0% | +141.3% | +118.8% |
| 5Y | -44.5% | +0.6% | -45.2% | -50.4% |
| 10Y | +54.5% | +225.4% | -170.9% | -22.9% |
| All | +8,412.2% | +584.3% | +7,828.0% | +2,368.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling