+529.5%
TDG vs ILMN
+25.5%
+504.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | -2.7% | -9.2% | +6.5% | -0.5% |
| 30D | -9.3% | +4.4% | -13.6% | -10.4% |
| 3M | -7.1% | +23.9% | -30.9% | -12.1% |
| 6M | -11.2% | +64.5% | -75.7% | -21.8% |
| YTD | -15.3% | +53.5% | -68.7% | -24.6% |
| 1Y | -12.5% | +110.8% | -123.2% | -28.8% |
| 3Y | +51.2% | +30.7% | +20.5% | +33.6% |
| 5Y | +126.1% | -54.8% | +181.0% | +161.1% |
| All | +529.5% | +25.5% | +504.0% | +430.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ILMN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling