+1,502.2%
TSM vs ILMN
+61.7%
+1,440.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.6% |
| 7D | -2.5% | -2.6% | 0.0% | -1.7% |
| 30D | -14.3% | -20.6% | +6.4% | -9.3% |
| 3M | -7.2% | +17.5% | -24.7% | -11.6% |
| 6M | -5.1% | +55.6% | -60.7% | -16.2% |
| YTD | +28.9% | +68.3% | -39.4% | +10.4% |
| 1Y | +37.1% | +81.1% | -44.0% | +15.1% |
| 3Y | +341.5% | +112.2% | +229.3% | +235.2% |
| 5Y | +245.7% | -42.6% | +288.3% | +268.3% |
| 10Y | +1,502.2% | +70.5% | +1,431.8% | +1,262.2% |
| All | +1,502.2% | +61.7% | +1,440.5% | +1,262.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling