+22.4%
ILMN vs TSLQ
-97.3%
+119.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.0% | +4.7% | -4.1% |
| 7D | +1.9% | -8.6% | +10.5% | +1.1% |
| 30D | +12.3% | -24.9% | +37.2% | +9.5% |
| 3M | +33.5% | -1.5% | +35.1% | +35.6% |
| 6M | +69.4% | -18.1% | +87.4% | +70.5% |
| YTD | +60.9% | -0.1% | +61.0% | +66.2% |
| 1Y | +115.0% | -51.4% | +166.3% | +108.6% |
| 3Y | +37.0% | -95.9% | +132.9% | +18.9% |
| All | +22.4% | -97.3% | +119.7% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling