+52.2%
TEM vs ILMN
+94.2%
-42.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -2.7% |
| 7D | -1.1% | -3.9% | +2.8% | +1.6% |
| 30D | +11.3% | +6.9% | +4.4% | +7.6% |
| 3M | +25.5% | +28.1% | -2.6% | +8.1% |
| 6M | +17.1% | +65.0% | -47.8% | -13.7% |
| YTD | +3.8% | +56.3% | -52.5% | -22.0% |
| 1Y | -24.4% | +108.7% | -133.1% | -53.6% |
| All | +52.2% | +94.2% | -42.0% | -3.7% |
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