+79.0%
TFC vs ILMN
+59.3%
+19.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -1.2% | -6.0% | +4.8% | -0.1% |
| 30D | +7.8% | -23.0% | +30.8% | +12.6% |
| 3M | -3.0% | +10.4% | -13.4% | -6.5% |
| 6M | +5.8% | +49.4% | -43.6% | -4.8% |
| YTD | +5.3% | +62.3% | -57.1% | -7.8% |
| 1Y | +15.7% | +73.7% | -58.0% | -0.3% |
| 3Y | +94.8% | +122.5% | -27.7% | +52.7% |
| 5Y | 0.0% | -43.2% | +43.2% | +2.0% |
| 10Y | +79.0% | +59.0% | +20.1% | +51.2% |
| All | +79.0% | +59.3% | +19.7% | +51.2% |
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