-30.4%
ILMN vs TW
+286.2%
-316.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | -9.7% | +4.2% | -13.9% | -10.9% |
| 30D | -20.4% | +18.9% | -39.3% | -25.2% |
| 3M | +10.0% | +23.8% | -13.8% | +1.7% |
| 6M | +49.5% | +17.0% | +32.4% | +39.4% |
| YTD | +62.5% | +19.2% | +43.3% | +48.8% |
| 1Y | +76.0% | +20.1% | +55.9% | +60.6% |
| 3Y | +94.2% | +40.5% | +53.7% | +57.6% |
| 5Y | -46.3% | +38.0% | -84.4% | -57.5% |
| All | -30.4% | +286.2% | -316.6% | -61.4% |
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 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