+620.5%
TDG vs ILMN
+58.7%
+561.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +2.3% | -6.0% | +8.3% | +3.6% |
| 30D | +11.2% | -23.0% | +34.2% | +16.9% |
| 3M | +0.2% | +10.4% | -10.2% | -3.8% |
| 6M | +3.9% | +49.4% | -45.5% | -7.8% |
| YTD | -6.4% | +62.3% | -68.7% | -19.2% |
| 1Y | -3.8% | +73.7% | -77.5% | -18.4% |
| 3Y | +46.8% | +122.5% | -75.8% | +9.7% |
| 5Y | +128.3% | -43.2% | +171.4% | +144.9% |
| All | +620.5% | +58.7% | +561.8% | +487.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling