+56.0%
ILMN vs TRMB
+102.3%
-46.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -2.9% | +2.8% | -5.7% | -4.3% |
| 30D | -23.8% | -5.9% | -18.0% | -22.2% |
| 3M | +7.5% | -3.3% | +10.8% | +8.0% |
| 6M | +42.8% | +1.3% | +41.4% | +38.1% |
| YTD | +57.8% | -29.0% | +86.8% | +83.6% |
| 1Y | +72.6% | -27.8% | +100.4% | +98.7% |
| 3Y | +129.3% | +36.3% | +93.0% | +83.5% |
| 5Y | -44.5% | -35.8% | -8.7% | -35.1% |
| All | +56.0% | +102.3% | -46.3% | +8.0% |
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