0.0%
TFC vs ILMN
-43.8%
+43.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -1.2% | -6.0% | +4.8% | -0.3% |
| 30D | +7.8% | -23.0% | +30.8% | +11.6% |
| 3M | -3.0% | +10.4% | -13.4% | -5.9% |
| 6M | +5.8% | +49.4% | -43.6% | -3.1% |
| YTD | +5.3% | +62.3% | -57.1% | -5.8% |
| 1Y | +15.7% | +73.7% | -58.0% | +2.2% |
| 3Y | +94.8% | +122.5% | -27.7% | +58.8% |
| 5Y | 0.0% | -43.2% | +43.2% | -3.8% |
| All | 0.0% | -43.8% | +43.8% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling