+123.4%
ILMN vs TRU
-7.3%
+130.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.4% | -0.2% |
| 7D | +1.2% | -6.8% | +8.0% | +2.8% |
| 30D | +9.2% | 0.0% | +9.1% | +9.2% |
| 3M | +29.8% | +13.3% | +16.5% | +25.7% |
| 6M | +69.2% | +3.4% | +65.8% | +66.2% |
| YTD | +66.4% | -6.4% | +72.8% | +67.9% |
| 1Y | +123.4% | -9.7% | +133.1% | +123.6% |
| All | +123.4% | -7.3% | +130.7% | +123.6% |
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