+344.9%
TRV vs ILMN
+54.3%
+290.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.0% | -2.9% | +4.9% | +2.3% |
| 30D | +6.7% | -23.8% | +30.6% | +9.4% |
| 3M | +9.4% | +7.5% | +1.9% | +7.5% |
| 6M | +37.7% | +42.8% | -5.0% | +30.6% |
| YTD | +40.6% | +57.8% | -17.2% | +31.1% |
| 1Y | +42.4% | +72.6% | -30.2% | +31.4% |
| 3Y | +148.1% | +129.3% | +18.8% | +113.6% |
| 5Y | +181.7% | -44.5% | +226.2% | +195.0% |
| All | +344.9% | +54.3% | +290.6% | +304.8% |
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