+1,598.5%
TSM vs ILMN
+64.4%
+1,534.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.7% |
| 7D | -2.1% | -9.8% | +7.7% | +0.7% |
| 30D | -12.5% | -22.7% | +10.2% | -6.8% |
| 3M | -5.0% | +12.1% | -17.1% | -8.4% |
| 6M | -3.2% | +51.5% | -54.7% | -14.0% |
| YTD | +31.5% | +63.9% | -32.4% | +13.3% |
| 1Y | +35.7% | +76.6% | -40.9% | +14.6% |
| 3Y | +323.5% | +124.6% | +198.9% | +216.4% |
| 5Y | +263.4% | -42.7% | +306.1% | +286.9% |
| 10Y | +1,598.5% | +59.7% | +1,538.8% | +1,337.6% |
| All | +1,598.5% | +64.4% | +1,534.1% | +1,337.6% |
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 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