+911.5%
TT vs ILMN
+33.5%
+878.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.2% |
| 30D | -7.2% | +9.2% | -16.3% | -8.8% |
| 3M | -3.0% | +29.8% | -32.8% | -7.9% |
| 6M | +1.4% | +69.2% | -67.9% | -8.7% |
| YTD | +15.9% | +66.4% | -50.5% | +4.1% |
| 1Y | +9.4% | +123.4% | -114.0% | -8.0% |
| 3Y | +124.4% | +33.2% | +91.2% | +102.9% |
| 5Y | +138.0% | -52.0% | +190.0% | +156.3% |
| All | +911.5% | +33.5% | +878.0% | +700.5% |
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