+1,590.4%
TRV vs ILMN
+1,379.0%
+211.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.7% |
| 7D | +1.4% | -9.8% | +11.1% | +2.3% |
| 30D | +8.7% | -22.7% | +31.4% | +11.1% |
| 3M | +7.1% | +12.1% | -5.0% | +5.1% |
| 6M | +35.5% | +51.5% | -16.0% | +28.7% |
| YTD | +39.7% | +63.9% | -24.1% | +31.2% |
| 1Y | +44.1% | +76.6% | -32.5% | +34.2% |
| 3Y | +148.1% | +124.6% | +23.5% | +120.7% |
| 5Y | +178.6% | -42.7% | +221.3% | +178.8% |
| 10Y | +352.5% | +59.7% | +292.9% | +299.5% |
| All | +1,590.4% | +1,379.0% | +211.4% | +899.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling