-16.9%
TLT vs ILMN
+60.6%
-77.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | +0.1% | -9.7% | +9.8% | +0.2% |
| 30D | +6.2% | -20.4% | +26.6% | +6.5% |
| 3M | -0.3% | +10.0% | -10.4% | -0.7% |
| 6M | -3.4% | +49.5% | -52.8% | -4.2% |
| YTD | -3.1% | +62.5% | -65.6% | -4.1% |
| 1Y | -5.2% | +76.0% | -81.2% | -6.3% |
| 3Y | +6.5% | +94.2% | -87.7% | +4.9% |
| 5Y | -34.7% | -46.3% | +11.6% | -36.6% |
| All | -16.9% | +60.6% | -77.5% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling