+131.2%
TLT vs ILMN
+8,873.2%
-8,742.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.1% |
| 7D | -0.4% | +1.2% | -1.6% | -0.4% |
| 30D | -0.6% | +9.2% | -9.8% | -0.4% |
| 3M | -2.7% | +29.8% | -32.6% | -2.1% |
| 6M | -5.6% | +69.2% | -74.8% | -4.4% |
| YTD | -2.8% | +66.4% | -69.2% | -1.5% |
| 1Y | -1.4% | +123.4% | -124.8% | +0.7% |
| 3Y | -1.6% | +33.2% | -34.8% | -0.6% |
| 5Y | -33.8% | -52.0% | +18.1% | -35.0% |
| 10Y | -21.1% | +33.6% | -54.8% | -18.4% |
| All | +131.2% | +8,873.2% | -8,742.0% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling