-1.6%
ILMN vs TRU
+243.2%
-244.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | +0.7% | -2.2% | +2.9% | +1.7% |
| 30D | -22.7% | +20.2% | -42.9% | -29.8% |
| 3M | +8.6% | +2.2% | +6.4% | +5.4% |
| 6M | +43.8% | +17.6% | +26.2% | +29.0% |
| YTD | +59.8% | -5.0% | +64.7% | +55.3% |
| 1Y | +71.8% | -1.0% | +72.7% | +63.5% |
| 3Y | +119.0% | +56.5% | +62.5% | +60.2% |
| 5Y | -43.8% | -26.2% | -17.6% | -43.0% |
| 10Y | +56.4% | +184.5% | -128.0% | -12.3% |
| All | -1.6% | +243.2% | -244.8% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling