-53.1%
ILMN vs TW
+22.4%
-75.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -2.4% |
| 7D | +1.9% | -3.5% | +5.4% | +3.0% |
| 30D | +12.3% | +0.5% | +11.8% | +12.0% |
| 3M | +33.5% | +4.9% | +28.6% | +30.0% |
| 6M | +69.4% | -17.1% | +86.5% | +79.0% |
| YTD | +60.9% | -3.9% | +64.8% | +59.4% |
| 1Y | +115.0% | -13.3% | +128.2% | +121.8% |
| 3Y | +37.0% | +20.9% | +16.1% | +10.8% |
| 5Y | -53.1% | +20.5% | -73.6% | -63.4% |
| All | -53.1% | +22.4% | -75.6% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling