+100.1%
TEM vs ILMN
+103.6%
-3.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -2.0% | -2.7% |
| 7D | +3.5% | -9.8% | +13.3% | +11.5% |
| 30D | +13.5% | -22.7% | +36.3% | +34.3% |
| 3M | +46.3% | +12.1% | +34.2% | +36.5% |
| 6M | +61.5% | +51.5% | +10.1% | +24.2% |
| YTD | +36.4% | +63.9% | -27.5% | -1.1% |
| 1Y | +12.2% | +76.6% | -64.4% | -22.2% |
| All | +100.1% | +103.6% | -3.5% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling