+1,643.1%
TSM vs ILMN
+54.3%
+1,588.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +6.2% | -2.9% | +9.1% | +7.0% |
| 30D | -7.3% | -23.8% | +16.6% | -0.8% |
| 3M | -7.1% | +7.5% | -14.6% | -9.5% |
| 6M | +0.2% | +42.8% | -42.5% | -9.5% |
| YTD | +32.2% | +57.8% | -25.6% | +15.1% |
| 1Y | +42.8% | +72.6% | -29.8% | +21.3% |
| 3Y | +330.4% | +129.3% | +201.1% | +219.6% |
| 5Y | +263.9% | -44.5% | +308.4% | +290.5% |
| All | +1,643.1% | +54.3% | +1,588.8% | +1,394.4% |
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