+106.1%
TOST vs ILMN
+83.5%
+22.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.2% | +7.6% | +1.3% |
| 7D | +11.6% | -28.3% | +39.9% | +19.6% |
| 30D | +16.2% | -24.0% | +40.2% | +22.4% |
| 3M | +1.0% | +4.1% | -3.0% | -3.1% |
| 6M | +23.2% | +49.6% | -26.4% | +5.9% |
| YTD | -1.0% | +58.6% | -59.6% | -17.0% |
| 1Y | -9.9% | +69.9% | -79.8% | -26.0% |
| All | +106.1% | +83.5% | +22.6% | +47.1% |
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