+13,174.6%
TDG vs ILMN
+1,603.3%
+11,571.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.7% |
| 7D | -2.0% | +1.2% | -3.2% | -2.3% |
| 30D | -7.4% | +9.2% | -16.6% | -9.2% |
| 3M | -5.4% | +29.8% | -35.2% | -10.7% |
| 6M | -11.6% | +69.2% | -80.8% | -21.3% |
| YTD | -12.6% | +66.4% | -79.0% | -22.2% |
| 1Y | -9.3% | +123.4% | -132.7% | -24.9% |
| 3Y | +49.2% | +33.2% | +16.0% | +33.1% |
| 5Y | +132.1% | -52.0% | +184.1% | +148.1% |
| 10Y | +544.8% | +33.6% | +511.2% | +441.1% |
| All | +13,174.6% | +1,603.3% | +11,571.3% | +6,402.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling