+41.2%
ILMN vs TRMB
+13.5%
+27.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.0% |
| 7D | +1.2% | -2.5% | +3.7% | +2.6% |
| 30D | +9.2% | +1.5% | +7.7% | +8.3% |
| 3M | +29.8% | +6.8% | +23.1% | +24.8% |
| 6M | +69.2% | -14.9% | +84.1% | +83.1% |
| YTD | +66.4% | -24.1% | +90.5% | +91.2% |
| 1Y | +123.4% | -25.4% | +148.8% | +158.8% |
| All | +41.2% | +13.5% | +27.8% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling