-56.8%
TSLL vs ILMN
-1.1%
-55.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.2% | +7.3% |
| 7D | -21.2% | -9.7% | -11.5% | -16.2% |
| 30D | -13.3% | -20.4% | +7.1% | -2.7% |
| 3M | +15.4% | +10.0% | +5.4% | +7.7% |
| 6M | -34.2% | +49.5% | -83.7% | -49.0% |
| YTD | -52.9% | +62.5% | -115.4% | -66.0% |
| 1Y | -54.3% | +76.0% | -130.3% | -68.6% |
| 3Y | -18.4% | +94.2% | -112.5% | -50.8% |
| All | -56.8% | -1.1% | -55.8% | -65.2% |
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 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