+1,301.0%
TSEM vs ILMN
+28.5%
+1,272.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.1% | -0.2% |
| 7D | +10.4% | +1.9% | +8.5% | +9.8% |
| 30D | -12.9% | +12.3% | -25.2% | -15.9% |
| 3M | -9.2% | +33.5% | -42.7% | -16.7% |
| 6M | +98.8% | +69.4% | +29.4% | +70.2% |
| YTD | +87.2% | +60.9% | +26.3% | +61.2% |
| 1Y | +239.0% | +115.0% | +124.0% | +165.9% |
| 3Y | +679.5% | +37.0% | +642.5% | +567.7% |
| 5Y | +667.3% | -53.1% | +720.4% | +776.3% |
| 10Y | +1,301.0% | +27.6% | +1,273.4% | +1,056.5% |
| All | +1,301.0% | +28.5% | +1,272.6% | +1,056.5% |
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