-14.0%
TSCO vs ILMN
+37.1%
-51.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.1% | +1.3% |
| 7D | +1.7% | +1.9% | -0.2% | +1.4% |
| 30D | +2.8% | +12.3% | -9.5% | +1.1% |
| 3M | +17.9% | +33.5% | -15.7% | +12.8% |
| 6M | -28.6% | +69.4% | -97.9% | -34.2% |
| YTD | -28.0% | +60.9% | -89.0% | -33.6% |
| 1Y | -39.9% | +115.0% | -154.8% | -47.6% |
| 3Y | -14.0% | +37.0% | -51.0% | -20.6% |
| All | -14.0% | +37.1% | -51.1% | -20.6% |
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