+88.9%
TEM vs ILMN
+101.9%
-13.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.5% | +6.3% |
| 7D | +5.3% | -9.7% | +15.0% | +12.6% |
| 30D | +8.1% | -20.4% | +28.5% | +24.7% |
| 3M | +64.9% | +10.0% | +54.9% | +55.1% |
| 6M | +42.1% | +49.5% | -7.3% | +10.1% |
| YTD | +28.8% | +62.5% | -33.7% | -6.3% |
| 1Y | +5.5% | +76.0% | -70.5% | -26.9% |
| All | +88.9% | +101.9% | -13.0% | +15.8% |
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