+56.7%
TOST vs ILMN
+33.7%
+22.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.5% |
| 7D | -3.4% | +1.2% | -4.6% | -3.8% |
| 30D | -2.4% | +9.2% | -11.6% | -5.2% |
| 3M | +34.6% | +29.8% | +4.8% | +23.7% |
| 6M | +15.2% | +69.2% | -54.0% | -2.8% |
| YTD | -4.4% | +66.4% | -70.8% | -19.4% |
| 1Y | -17.4% | +123.4% | -140.8% | -37.2% |
| All | +56.7% | +33.7% | +22.9% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling