+148.6%
TE vs ILMN
+127.6%
+21.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | -4.0% | +1.2% | -5.2% | -4.0% |
| 30D | -15.9% | +9.2% | -25.1% | -16.0% |
| 3M | -60.5% | +29.8% | -90.4% | -61.0% |
| 6M | -35.2% | +69.2% | -104.4% | -37.4% |
| YTD | -31.1% | +66.4% | -97.5% | -34.2% |
| 1Y | +148.6% | +123.4% | +25.2% | +137.7% |
| All | +148.6% | +127.6% | +21.0% | +137.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling