-55.4%
TSLL vs ILMN
+1.3%
-56.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -11.0% |
| 7D | +1.9% | +1.2% | +0.7% | +1.5% |
| 30D | +17.8% | +9.2% | +8.6% | +12.3% |
| 3M | -37.0% | +29.8% | -66.9% | -46.0% |
| 6M | -37.7% | +69.2% | -106.9% | -54.1% |
| YTD | -51.4% | +66.4% | -117.7% | -64.8% |
| 1Y | -23.4% | +123.4% | -146.8% | -54.4% |
| 3Y | -30.8% | +33.2% | -63.9% | -48.8% |
| All | -55.4% | +1.3% | -56.7% | -63.9% |
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