-17.4%
TOST vs ILMN
+127.6%
-145.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.4% |
| 7D | -3.4% | +1.2% | -4.6% | -3.7% |
| 30D | -2.4% | +9.2% | -11.6% | -4.6% |
| 3M | +34.6% | +29.8% | +4.8% | +25.8% |
| 6M | +15.2% | +69.2% | -54.0% | +0.6% |
| YTD | -4.4% | +66.4% | -70.8% | -16.6% |
| 1Y | -17.4% | +123.4% | -140.8% | -32.1% |
| All | -17.4% | +127.6% | -145.1% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling