-60.3%
TSLL vs ILMN
-3.5%
-56.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -8.2% | -13.7% | -17.5% |
| 7D | -28.9% | -28.3% | -0.6% | -15.8% |
| 30D | -21.4% | -24.0% | +2.5% | -9.7% |
| 3M | +5.0% | +4.1% | +0.9% | +0.8% |
| 6M | -36.6% | +49.6% | -86.1% | -50.9% |
| YTD | -56.6% | +58.6% | -115.2% | -68.4% |
| 1Y | -60.9% | +69.9% | -130.7% | -72.6% |
| 3Y | -25.2% | +82.9% | -108.1% | -53.5% |
| All | -60.3% | -3.5% | -56.8% | -67.6% |
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