+108.7%
ILMN vs TSLQ
-50.7%
+159.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -3.9% | -8.0% | +4.1% | -4.4% |
| 30D | +6.9% | -23.8% | +30.7% | +5.1% |
| 3M | +28.1% | -7.0% | +35.1% | +28.8% |
| 6M | +65.0% | -17.1% | +82.1% | +65.3% |
| YTD | +56.3% | +0.1% | +56.2% | +60.5% |
| 1Y | +108.7% | -51.2% | +159.9% | +101.7% |
| All | +108.7% | -50.7% | +159.4% | +101.7% |
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