+278.9%
TSM vs ILMN
-43.8%
+322.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | +4.4% | -6.0% | +10.5% | +6.0% |
| 30D | -7.0% | -23.0% | +16.1% | -1.7% |
| 3M | -1.8% | +10.4% | -12.2% | -4.3% |
| 6M | +2.7% | +49.4% | -46.7% | -6.5% |
| YTD | +37.1% | +62.3% | -25.3% | +21.6% |
| 1Y | +43.5% | +73.7% | -30.2% | +25.3% |
| 3Y | +341.5% | +122.5% | +219.0% | +244.9% |
| 5Y | +278.9% | -43.2% | +322.0% | +317.1% |
| All | +278.9% | -43.8% | +322.6% | +317.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling