+93.9%
ILMN vs TRU
+2.1%
+91.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.6% | -9.5% | -5.1% |
| 7D | -21.6% | +10.5% | -32.1% | -22.0% |
| 30D | -22.9% | +28.7% | -51.6% | -24.8% |
| 3M | +11.6% | +0.7% | +10.9% | +12.5% |
| 6M | +62.5% | +19.3% | +43.2% | +58.3% |
| YTD | +72.7% | -3.7% | +76.5% | +71.7% |
| 1Y | +93.9% | +3.4% | +90.4% | +87.0% |
| All | +93.9% | +2.1% | +91.7% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling