+135.7%
TT vs ILMN
-43.3%
+179.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +4.1% |
| 7D | +1.7% | -2.6% | +4.3% | +2.2% |
| 30D | -11.8% | -20.6% | +8.8% | -8.7% |
| 3M | -12.6% | +17.5% | -30.1% | -15.4% |
| 6M | -9.4% | +55.6% | -65.0% | -16.7% |
| YTD | +8.8% | +68.3% | -59.5% | -2.1% |
| 1Y | -2.5% | +81.1% | -83.6% | -13.5% |
| 3Y | +95.7% | +112.2% | -16.5% | +61.3% |
| 5Y | +135.7% | -42.6% | +178.3% | +150.9% |
| All | +135.7% | -43.3% | +179.1% | +150.9% |
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