+37.0%
ILMN vs TSLQ
-95.9%
+132.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.0% | +4.7% | -4.0% |
| 7D | +1.9% | -8.6% | +10.5% | +1.2% |
| 30D | +12.3% | -24.9% | +37.2% | +10.0% |
| 3M | +33.5% | -1.5% | +35.1% | +35.3% |
| 6M | +69.4% | -18.1% | +87.4% | +70.3% |
| YTD | +60.9% | -0.1% | +61.0% | +65.4% |
| 1Y | +115.0% | -51.4% | +166.3% | +109.9% |
| 3Y | +37.0% | -95.9% | +132.9% | +30.4% |
| All | +37.0% | -95.9% | +132.9% | +30.4% |
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