+865.7%
TSEM vs ILMN
+61.7%
+804.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.6% | +7.3% | +9.8% |
| 7D | -2.0% | -2.6% | +0.6% | -0.8% |
| 30D | -33.4% | -20.6% | -12.8% | -28.5% |
| 3M | -39.7% | +17.5% | -57.1% | -42.5% |
| 6M | -27.8% | +55.6% | -83.4% | -36.8% |
| YTD | +29.7% | +68.3% | -38.6% | +10.0% |
| 1Y | +81.1% | +81.1% | 0.0% | +50.5% |
| 3Y | +529.3% | +112.2% | +417.1% | +374.3% |
| 5Y | +315.0% | -42.6% | +357.6% | +347.9% |
| 10Y | +865.7% | +70.5% | +795.2% | +681.4% |
| All | +865.7% | +61.7% | +804.0% | +681.4% |
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