+5,460.7%
TSM vs ILMN
+1,366.8%
+4,094.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.9% | +5.9% |
| 7D | -7.6% | -9.7% | +2.1% | -5.8% |
| 30D | -20.5% | -20.4% | -0.1% | -17.3% |
| 3M | -10.0% | +10.0% | -20.0% | -12.0% |
| 6M | -10.1% | +49.5% | -59.5% | -17.0% |
| YTD | +24.5% | +62.5% | -38.0% | +12.5% |
| 1Y | +31.2% | +76.0% | -44.8% | +16.8% |
| 3Y | +322.0% | +94.2% | +227.8% | +257.9% |
| 5Y | +245.3% | -46.3% | +291.6% | +257.3% |
| 10Y | +1,465.8% | +62.7% | +1,403.1% | +1,213.9% |
| All | +5,460.7% | +1,366.8% | +4,094.0% | +2,151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling