+123.4%
ILMN vs TW
-15.9%
+139.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.5% |
| 7D | +1.2% | -2.3% | +3.5% | +1.0% |
| 30D | +9.2% | +3.9% | +5.3% | +9.6% |
| 3M | +29.8% | +5.7% | +24.1% | +31.0% |
| 6M | +69.2% | -14.5% | +83.7% | +74.1% |
| YTD | +66.4% | -0.9% | +67.2% | +67.9% |
| 1Y | +123.4% | -13.5% | +136.9% | +104.2% |
| All | +123.4% | -15.9% | +139.3% | +104.2% |
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