+528.8%
TDG vs ILMN
+27.8%
+501.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.0% |
| 7D | -2.4% | -3.9% | +1.4% | -1.6% |
| 30D | -8.0% | +6.9% | -14.9% | -9.6% |
| 3M | -10.5% | +28.1% | -38.6% | -16.0% |
| 6M | -11.9% | +65.0% | -76.9% | -22.5% |
| YTD | -15.4% | +56.3% | -71.7% | -24.9% |
| 1Y | -14.2% | +108.7% | -122.9% | -30.0% |
| 3Y | +51.0% | +33.1% | +18.0% | +32.9% |
| 5Y | +126.5% | -54.1% | +180.6% | +160.6% |
| All | +528.8% | +27.8% | +501.0% | +427.8% |
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