+13,642.4%
TDG vs ILMN
+1,535.7%
+12,106.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | +1.2% | +0.7% | +0.4% | +1.0% |
| 30D | +8.1% | -22.7% | +30.9% | +13.0% |
| 3M | -2.6% | +8.6% | -11.3% | -5.6% |
| 6M | +1.0% | +43.8% | -42.8% | -7.9% |
| YTD | -9.5% | +59.8% | -69.3% | -19.8% |
| 1Y | -8.0% | +71.8% | -79.8% | -19.8% |
| 3Y | +41.8% | +119.0% | -77.2% | +12.7% |
| 5Y | +125.1% | -43.8% | +168.9% | +130.1% |
| 10Y | +546.7% | +56.4% | +490.3% | +425.7% |
| All | +13,642.4% | +1,535.7% | +12,106.7% | +6,603.7% |
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