+1,452.5%
TRV vs ILMN
+1,401.8%
+50.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.2% |
| 7D | -0.1% | +1.2% | -1.4% | -0.3% |
| 30D | -3.4% | +9.2% | -12.6% | -4.4% |
| 3M | +26.4% | +29.8% | -3.4% | +22.8% |
| 6M | +19.3% | +69.2% | -49.9% | +12.6% |
| YTD | +28.3% | +66.4% | -38.0% | +21.1% |
| 1Y | +34.3% | +123.4% | -89.1% | +22.2% |
| 3Y | +140.1% | +33.2% | +107.0% | +126.5% |
| 5Y | +155.7% | -52.0% | +207.7% | +162.4% |
| 10Y | +285.5% | +33.6% | +251.9% | +246.9% |
| All | +1,452.5% | +1,401.8% | +50.7% | +822.1% |
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 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