-32.4%
ILMN vs TW
+301.3%
-333.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -2.9% | +3.9% | -6.8% | -4.1% |
| 30D | -23.8% | +19.9% | -43.8% | -28.6% |
| 3M | +7.5% | +25.9% | -18.5% | -1.2% |
| 6M | +42.8% | +21.1% | +21.6% | +31.7% |
| YTD | +57.8% | +23.9% | +33.9% | +42.7% |
| 1Y | +72.6% | +21.2% | +51.4% | +57.4% |
| 3Y | +129.3% | +44.8% | +84.6% | +84.6% |
| 5Y | -44.5% | +41.4% | -85.9% | -56.3% |
| All | -32.4% | +301.3% | -333.8% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling