+322.0%
TSM vs ILMN
+88.1%
+233.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.9% | +5.8% |
| 7D | -7.6% | -9.7% | +2.1% | -5.6% |
| 30D | -20.5% | -20.4% | -0.1% | -17.0% |
| 3M | -10.0% | +10.0% | -20.0% | -11.4% |
| 6M | -10.1% | +49.5% | -59.5% | -16.3% |
| YTD | +24.5% | +62.5% | -38.0% | +13.4% |
| 1Y | +31.2% | +76.0% | -44.8% | +17.6% |
| 3Y | +322.0% | +94.2% | +227.8% | +255.2% |
| All | +322.0% | +88.1% | +233.9% | +255.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling