+80.5%
TSEM vs ILMN
+92.1%
-11.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.9% | -3.8% | -7.3% |
| 7D | -23.1% | -21.6% | -1.6% | -17.7% |
| 30D | -40.4% | -22.9% | -17.5% | -36.2% |
| 3M | -37.9% | +11.6% | -49.5% | -37.7% |
| 6M | -30.8% | +62.5% | -93.4% | -36.2% |
| YTD | +26.7% | +72.7% | -46.0% | +9.8% |
| 1Y | +80.5% | +93.9% | -13.4% | +46.3% |
| All | +80.5% | +92.1% | -11.7% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling