+112.2%
ILMN vs TRU
+62.7%
+49.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.8% |
| 7D | -2.6% | +4.9% | -7.5% | -4.2% |
| 30D | -20.6% | +26.9% | -47.6% | -27.8% |
| 3M | +17.5% | +4.0% | +13.4% | +14.7% |
| 6M | +55.6% | +15.8% | +39.8% | +43.7% |
| YTD | +68.3% | -2.6% | +70.9% | +65.1% |
| 1Y | +81.1% | +3.9% | +77.3% | +71.8% |
| 3Y | +112.2% | +59.2% | +53.0% | +28.2% |
| All | +112.2% | +62.7% | +49.4% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling