+93.9%
ILMN vs TW
+20.8%
+73.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -4.7% |
| 7D | -21.6% | +6.0% | -27.5% | -20.5% |
| 30D | -22.9% | +18.6% | -41.4% | -20.6% |
| 3M | +11.6% | +26.5% | -15.0% | +15.9% |
| 6M | +62.5% | +13.1% | +49.4% | +69.5% |
| YTD | +72.7% | +18.5% | +54.2% | +79.8% |
| 1Y | +93.9% | +21.7% | +72.1% | +99.8% |
| All | +93.9% | +20.8% | +73.1% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling