+93.9%
ILMN vs TSLQ
-17.8%
+111.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.4% | -11.3% | -4.3% |
| 7D | -21.6% | +9.8% | -31.4% | -20.9% |
| 30D | -22.9% | -6.0% | -16.8% | -23.0% |
| 3M | +11.6% | -35.0% | +46.6% | +9.6% |
| 6M | +62.5% | -24.9% | +87.5% | +61.5% |
| YTD | +72.7% | -12.7% | +85.4% | +72.6% |
| 1Y | +93.9% | -21.0% | +114.9% | +92.9% |
| All | +93.9% | -17.8% | +111.6% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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