+145.3%
TRV vs ILMN
+88.1%
+57.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.0% |
| 7D | -0.3% | -9.7% | +9.4% | 0.0% |
| 30D | +9.6% | -20.4% | +30.0% | +10.2% |
| 3M | +2.7% | +10.0% | -7.3% | +2.1% |
| 6M | +32.0% | +49.5% | -17.4% | +29.3% |
| YTD | +37.8% | +62.5% | -24.7% | +34.2% |
| 1Y | +45.2% | +76.0% | -30.7% | +40.8% |
| 3Y | +145.3% | +94.2% | +51.1% | +135.1% |
| All | +145.3% | +88.1% | +57.2% | +135.1% |
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