+27.8%
ILMN vs TRU
+146.7%
-118.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | -3.9% | -6.5% | +2.6% | -0.8% |
| 30D | +6.9% | -2.5% | +9.4% | +8.1% |
| 3M | +28.1% | +10.4% | +17.7% | +21.0% |
| 6M | +65.0% | +1.6% | +63.3% | +60.6% |
| YTD | +56.3% | -9.7% | +66.0% | +58.6% |
| 1Y | +108.7% | -17.3% | +126.0% | +120.1% |
| 3Y | +33.1% | -1.8% | +34.9% | +22.0% |
| 5Y | -54.1% | -36.2% | -17.9% | -49.0% |
| 10Y | +27.8% | +143.2% | -115.4% | -15.3% |
| All | +27.8% | +146.7% | -118.8% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling