+3.6%
ILMN vs TRU
+251.7%
-248.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.6% |
| 7D | -2.6% | +4.9% | -7.5% | -4.8% |
| 30D | -20.6% | +26.9% | -47.6% | -29.7% |
| 3M | +17.5% | +4.0% | +13.4% | +13.2% |
| 6M | +55.6% | +15.8% | +39.8% | +40.6% |
| YTD | +68.3% | -2.6% | +70.9% | +61.9% |
| 1Y | +81.1% | +3.9% | +77.3% | +68.5% |
| 3Y | +112.2% | +59.2% | +53.0% | +54.2% |
| 5Y | -42.6% | -25.7% | -16.9% | -42.0% |
| 10Y | +70.5% | +179.3% | -108.8% | -3.8% |
| All | +3.6% | +251.7% | -248.0% | -45.4% |
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