+770.9%
TSEM vs ILMN
+56.1%
+714.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.4% | +4.1% |
| 7D | -17.5% | -9.7% | -7.8% | -14.7% |
| 30D | -44.7% | -20.4% | -24.3% | -40.6% |
| 3M | -38.9% | +10.0% | -48.9% | -40.7% |
| 6M | -36.7% | +49.5% | -86.2% | -43.9% |
| YTD | +17.0% | +62.5% | -45.5% | +0.2% |
| 1Y | +62.8% | +76.0% | -13.2% | +36.3% |
| 3Y | +471.3% | +94.2% | +377.1% | +341.4% |
| 5Y | +290.3% | -46.3% | +336.6% | +330.3% |
| All | +770.9% | +56.1% | +714.8% | +611.5% |
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