+1,709.2%
TSM vs ILMN
+32.2%
+1,677.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +3.2% |
| 7D | +2.7% | +1.2% | +1.5% | +2.4% |
| 30D | +3.6% | +9.2% | -5.6% | +1.1% |
| 3M | -3.4% | +29.8% | -33.2% | -9.8% |
| 6M | +20.6% | +69.2% | -48.6% | +4.9% |
| YTD | +41.9% | +66.4% | -24.5% | +23.0% |
| 1Y | +84.4% | +123.4% | -39.0% | +46.1% |
| 3Y | +380.2% | +33.2% | +347.1% | +318.9% |
| 5Y | +275.3% | -52.0% | +327.3% | +320.0% |
| All | +1,709.2% | +32.2% | +1,677.0% | +1,417.7% |
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