+18.9%
ILMN vs TSLQ
-97.3%
+116.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -3.9% | -8.0% | +4.1% | -4.5% |
| 30D | +6.9% | -23.8% | +30.7% | +4.4% |
| 3M | +28.1% | -7.0% | +35.1% | +29.3% |
| 6M | +65.0% | -17.1% | +82.1% | +66.3% |
| YTD | +56.3% | +0.1% | +56.2% | +61.5% |
| 1Y | +108.7% | -51.2% | +159.9% | +102.6% |
| 3Y | +33.1% | -95.9% | +129.0% | +15.5% |
| All | +18.9% | -97.3% | +116.2% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling