+26.6%
ILMN vs TSLQ
-97.0%
+123.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.0% | -13.5% | -0.3% |
| 7D | +1.2% | -5.8% | +7.0% | +0.9% |
| 30D | +9.2% | -22.1% | +31.3% | +6.9% |
| 3M | +29.8% | +10.1% | +19.8% | +33.7% |
| 6M | +69.2% | -6.8% | +76.0% | +72.8% |
| YTD | +66.4% | +8.5% | +57.8% | +73.4% |
| 1Y | +123.4% | -49.7% | +173.1% | +117.5% |
| 3Y | +33.2% | -95.6% | +128.8% | +16.1% |
| All | +26.6% | -97.0% | +123.6% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling