+139.8%
TRV vs ILMN
+37.1%
+102.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.9% |
| 7D | +0.5% | +1.9% | -1.4% | +0.4% |
| 30D | -4.9% | +12.3% | -17.1% | -5.2% |
| 3M | +23.7% | +33.5% | -9.8% | +22.3% |
| 6M | +20.3% | +69.4% | -49.1% | +17.5% |
| YTD | +27.1% | +60.9% | -33.9% | +24.3% |
| 1Y | +35.3% | +115.0% | -79.6% | +30.2% |
| 3Y | +139.8% | +37.0% | +102.8% | +129.3% |
| All | +139.8% | +37.1% | +102.8% | +129.3% |
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