+96.6%
TFC vs ILMN
+33.7%
+62.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.1% |
| 3M | +6.1% | +29.8% | -23.8% | +0.4% |
| 6M | +7.3% | +69.2% | -61.9% | -4.2% |
| YTD | +8.2% | +66.4% | -58.2% | -3.7% |
| 1Y | +14.4% | +123.4% | -109.0% | -6.3% |
| All | +96.6% | +33.7% | +62.9% | +68.0% |
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