-30.5%
ILMN vs TW
+294.9%
-325.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.2% |
| 7D | -6.0% | +2.8% | -8.9% | -6.9% |
| 30D | -23.0% | +18.1% | -41.1% | -27.5% |
| 3M | +10.4% | +25.2% | -14.8% | +1.7% |
| 6M | +49.4% | +19.1% | +30.3% | +38.6% |
| YTD | +62.3% | +21.9% | +40.4% | +47.5% |
| 1Y | +73.7% | +18.9% | +54.8% | +59.4% |
| 3Y | +122.5% | +41.7% | +80.8% | +80.6% |
| 5Y | -43.2% | +40.4% | -83.6% | -55.2% |
| All | -30.5% | +294.9% | -325.4% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling