+21.5%
ILMN vs TSLQ
-97.9%
+119.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -2.0% |
| 7D | +0.7% | -26.6% | +27.3% | -2.6% |
| 30D | -22.7% | -17.5% | -5.2% | -23.6% |
| 3M | +8.6% | -41.7% | +50.3% | +4.3% |
| 6M | +43.8% | -16.9% | +60.8% | +45.6% |
| YTD | +59.8% | -21.9% | +81.7% | +62.5% |
| 1Y | +71.8% | -32.5% | +104.3% | +72.7% |
| 3Y | +119.0% | -97.2% | +216.1% | +80.3% |
| All | +21.5% | -97.9% | +119.4% | +6.7% |
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 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