+86.2%
TFC vs ILMN
+88.1%
-1.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.3% |
| 7D | +1.2% | -9.7% | +10.9% | +2.6% |
| 30D | +8.3% | -20.4% | +28.7% | +11.4% |
| 3M | -5.2% | +10.0% | -15.2% | -8.2% |
| 6M | -0.8% | +49.5% | -50.3% | -9.8% |
| YTD | +3.4% | +62.5% | -59.1% | -8.3% |
| 1Y | +17.0% | +76.0% | -59.0% | +1.9% |
| 3Y | +86.2% | +94.2% | -8.0% | +48.6% |
| All | +86.2% | +88.1% | -1.9% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling