+124.6%
ILMN vs TSLQ
-96.9%
+221.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.7% |
| 7D | -9.8% | +4.7% | -14.5% | -8.9% |
| 30D | -22.7% | -5.6% | -17.2% | -22.5% |
| 3M | +12.1% | -34.6% | +46.6% | +9.6% |
| 6M | +51.5% | -11.4% | +62.8% | +54.0% |
| YTD | +63.9% | -14.1% | +78.0% | +67.7% |
| 1Y | +76.6% | -20.7% | +97.3% | +80.1% |
| 3Y | +124.6% | -96.9% | +221.5% | +118.8% |
| All | +124.6% | -96.9% | +221.5% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling