+239.0%
TSEM vs ILMN
+113.9%
+125.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.1% | -0.7% |
| 7D | +10.4% | +1.9% | +8.5% | +10.1% |
| 30D | -12.9% | +12.3% | -25.2% | -14.3% |
| 3M | -9.2% | +33.5% | -42.7% | -12.8% |
| 6M | +98.8% | +69.4% | +29.4% | +83.3% |
| YTD | +87.2% | +60.9% | +26.3% | +73.0% |
| 1Y | +239.0% | +115.0% | +124.0% | +205.3% |
| All | +239.0% | +113.9% | +125.1% | +205.3% |
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