+94.8%
TFC vs ILMN
+135.0%
-40.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.3% |
| 7D | +1.7% | -9.8% | +11.5% | +3.2% |
| 30D | +9.0% | -22.7% | +31.7% | +12.7% |
| 3M | -2.1% | +12.1% | -14.2% | -5.6% |
| 6M | +3.4% | +51.5% | -48.1% | -6.3% |
| YTD | +5.3% | +63.9% | -58.6% | -6.9% |
| 1Y | +16.2% | +76.6% | -60.4% | +0.9% |
| 3Y | +94.8% | +124.6% | -29.8% | +47.8% |
| All | +94.8% | +135.0% | -40.2% | +47.8% |
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 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