+104.9%
TFC vs ILMN
+32.2%
+72.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.4% |
| 7D | +2.4% | +1.2% | +1.2% | +2.2% |
| 30D | -1.3% | +9.2% | -10.5% | -3.3% |
| 3M | +6.1% | +29.8% | -23.8% | +0.1% |
| 6M | +7.3% | +69.2% | -61.9% | -4.6% |
| YTD | +8.2% | +66.4% | -58.2% | -4.0% |
| 1Y | +14.4% | +123.4% | -109.0% | -5.9% |
| 3Y | +93.7% | +33.2% | +60.6% | +72.5% |
| 5Y | +16.4% | -52.0% | +68.4% | +24.8% |
| All | +104.9% | +32.2% | +72.7% | +71.8% |
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