+299.0%
TSEM vs ILMN
-44.7%
+343.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -6.6% |
| 7D | +7.0% | -2.9% | +9.8% | +7.8% |
| 30D | -29.8% | -23.8% | -5.9% | -24.7% |
| 3M | -41.9% | +7.5% | -49.4% | -42.6% |
| 6M | -45.8% | +42.8% | -88.5% | -49.8% |
| YTD | +25.1% | +57.8% | -32.7% | +12.3% |
| 1Y | +48.2% | +72.6% | -24.4% | +30.5% |
| 3Y | +476.5% | +129.3% | +347.1% | +362.9% |
| All | +299.0% | -44.7% | +343.7% | +350.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling