+16.2%
TFC vs ILMN
+72.2%
-56.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.2% |
| 7D | +2.3% | -2.9% | +5.1% | +2.3% |
| 30D | +10.8% | -23.8% | +34.6% | +11.2% |
| 3M | -3.8% | +7.5% | -11.2% | -4.1% |
| 6M | +9.6% | +42.8% | -33.2% | +8.1% |
| YTD | +5.8% | +57.8% | -52.0% | +1.2% |
| 1Y | +16.2% | +72.6% | -56.4% | +7.7% |
| All | +16.2% | +72.2% | -56.0% | +7.7% |
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