+8,873.2%
ILMN vs TRI
+561.6%
+8,311.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.9% | +0.8% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | +9.2% | +7.9% | +1.3% | +5.3% |
| 3M | +29.8% | +24.1% | +5.8% | +15.2% |
| 6M | +69.2% | +3.8% | +65.4% | +59.9% |
| YTD | +66.4% | -16.9% | +83.2% | +71.7% |
| 1Y | +123.4% | -38.4% | +161.8% | +166.0% |
| 3Y | +33.2% | -12.2% | +45.4% | +29.9% |
| 5Y | -52.0% | -1.8% | -50.2% | -55.6% |
| 10Y | +33.6% | +207.6% | -174.0% | -29.8% |
| All | +8,873.2% | +561.6% | +8,311.6% | +2,604.3% |
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