+72.6%
ILMN vs TRU
+0.8%
+71.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -23.8% | +21.3% | -45.1% | -25.3% |
| 3M | +7.5% | +0.2% | +7.2% | +8.3% |
| 6M | +42.8% | +22.4% | +20.4% | +38.4% |
| YTD | +57.8% | -4.8% | +62.7% | +56.8% |
| 1Y | +72.6% | -0.2% | +72.8% | +67.8% |
| All | +72.6% | +0.8% | +71.8% | +67.8% |
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