+70.5%
ILMN vs TRMB
+105.8%
-35.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.0% |
| 7D | -2.6% | -17.0% | +14.4% | +6.6% |
| 30D | -20.6% | -9.0% | -11.6% | -17.4% |
| 3M | +17.5% | -8.1% | +25.6% | +21.2% |
| 6M | +55.6% | -10.1% | +65.7% | +60.5% |
| YTD | +68.3% | -30.2% | +98.5% | +97.6% |
| 1Y | +81.1% | -30.7% | +111.8% | +112.9% |
| 3Y | +112.2% | +32.6% | +79.5% | +72.4% |
| 5Y | -42.6% | -38.1% | -4.4% | -31.6% |
| 10Y | +70.5% | +98.9% | -28.4% | +23.5% |
| All | +70.5% | +105.8% | -35.3% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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