-40.0%
TSEM vs ILMN
+1,401.8%
-1,441.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.4% | +8.1% |
| 7D | +6.9% | +1.2% | +5.7% | +6.7% |
| 30D | +5.3% | +9.2% | -3.9% | +3.5% |
| 3M | -14.9% | +29.8% | -44.8% | -18.7% |
| 6M | +80.0% | +69.2% | +10.8% | +64.5% |
| YTD | +89.4% | +66.4% | +23.0% | +72.7% |
| 1Y | +253.1% | +123.4% | +129.7% | +205.0% |
| 3Y | +642.1% | +33.2% | +609.0% | +584.0% |
| 5Y | +659.1% | -52.0% | +711.1% | +696.7% |
| 10Y | +1,291.4% | +33.6% | +1,257.8% | +1,134.2% |
| All | -40.0% | +1,401.8% | -1,441.8% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling