-72.2%
TTD vs ILMN
+127.6%
-199.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.1% |
| 7D | +6.3% | +1.2% | +5.1% | +6.1% |
| 30D | -23.9% | +9.2% | -33.1% | -25.0% |
| 3M | -31.4% | +29.8% | -61.2% | -33.9% |
| 6M | -42.7% | +69.2% | -111.9% | -46.7% |
| YTD | -62.0% | +66.4% | -128.4% | -64.6% |
| 1Y | -72.2% | +123.4% | -195.6% | -75.2% |
| All | -72.2% | +127.6% | -199.9% | -75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling