+60.5%
TEM vs ILMN
+106.8%
-46.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +1.0% |
| 7D | +0.9% | +1.2% | -0.3% | 0.0% |
| 30D | +38.4% | +9.2% | +29.2% | +31.4% |
| 3M | +23.7% | +29.8% | -6.2% | +5.3% |
| 6M | +26.0% | +69.2% | -43.2% | -9.1% |
| YTD | +9.4% | +66.4% | -56.9% | -21.2% |
| 1Y | -17.3% | +123.4% | -140.7% | -51.5% |
| All | +60.5% | +106.8% | -46.2% | -2.7% |
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 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