-12.6%
TLT vs ILMN
+54.3%
-66.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -3.1% | -2.9% | -0.2% | -3.1% |
| 30D | +1.0% | -23.8% | +24.9% | +1.4% |
| 3M | -2.7% | +7.5% | -10.2% | -3.0% |
| 6M | -4.1% | +42.8% | -46.9% | -4.9% |
| YTD | -5.4% | +57.8% | -63.2% | -6.3% |
| 1Y | -7.0% | +72.6% | -79.6% | -8.0% |
| 3Y | +2.8% | +129.3% | -126.5% | +1.3% |
| 5Y | -35.4% | -44.5% | +9.1% | -37.1% |
| All | -12.6% | +54.3% | -66.9% | -13.4% |
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