-33.1%
ILMN vs TW
+211.2%
-244.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | +6.9% | -0.6% | +7.5% | +7.0% |
| 3M | +28.1% | +3.4% | +24.7% | +25.0% |
| 6M | +65.0% | -18.4% | +83.4% | +75.4% |
| YTD | +56.3% | -3.9% | +60.2% | +54.8% |
| 1Y | +108.7% | -13.3% | +122.0% | +115.0% |
| 3Y | +33.1% | +20.8% | +12.2% | +13.1% |
| 5Y | -54.1% | +20.3% | -74.4% | -61.9% |
| All | -33.1% | +211.2% | -244.3% | -59.9% |
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