+736.3%
TT vs ILMN
+54.3%
+682.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +4.0% | -2.9% | +6.9% | +4.6% |
| 30D | -11.3% | -23.8% | +12.5% | -7.2% |
| 3M | -12.3% | +7.5% | -19.8% | -14.1% |
| 6M | -10.8% | +42.8% | -53.6% | -17.5% |
| YTD | +8.2% | +57.8% | -49.7% | -2.6% |
| 1Y | +1.5% | +72.6% | -71.1% | -10.2% |
| 3Y | +91.5% | +129.3% | -37.9% | +53.7% |
| 5Y | +130.2% | -44.5% | +174.7% | +139.3% |
| All | +736.3% | +54.3% | +682.0% | +605.4% |
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