+741.5%
TT vs ILMN
+59.3%
+682.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +3.5% | -6.0% | +9.5% | +4.7% |
| 30D | -11.0% | -23.0% | +12.0% | -7.1% |
| 3M | -12.0% | +10.4% | -22.4% | -14.3% |
| 6M | -10.4% | +49.4% | -59.8% | -17.8% |
| YTD | +9.9% | +62.3% | -52.4% | -1.5% |
| 1Y | +1.5% | +73.7% | -72.2% | -10.3% |
| 3Y | +93.7% | +122.5% | -28.8% | +56.5% |
| 5Y | +139.2% | -43.2% | +182.4% | +147.7% |
| 10Y | +741.5% | +59.0% | +682.5% | +604.2% |
| All | +741.5% | +59.3% | +682.2% | +604.2% |
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 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