+114.7%
ILMN vs TRU
-17.5%
+132.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -3.9% | -6.5% | +2.6% | -2.4% |
| 30D | +6.9% | -2.5% | +9.4% | +7.6% |
| 3M | +28.1% | +10.4% | +17.7% | +24.8% |
| 6M | +65.0% | +1.6% | +63.3% | +62.7% |
| YTD | +56.3% | -9.7% | +66.0% | +59.1% |
| All | +114.7% | -17.5% | +132.2% | +118.3% |
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 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