+132.3%
TT vs ILMN
-44.7%
+177.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +4.0% | -2.9% | +6.9% | +4.5% |
| 30D | -11.3% | -23.8% | +12.5% | -7.5% |
| 3M | -12.3% | +7.5% | -19.8% | -13.9% |
| 6M | -10.8% | +42.8% | -53.6% | -16.9% |
| YTD | +8.2% | +57.8% | -49.7% | -1.6% |
| 1Y | +1.5% | +72.6% | -71.1% | -9.2% |
| 3Y | +91.5% | +129.3% | -37.9% | +55.0% |
| All | +132.3% | -44.7% | +177.0% | +146.6% |
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