+558.1%
TTD vs ILMN
+64.4%
+493.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +5.9% | +4.7% |
| 7D | +19.9% | -9.8% | +29.7% | +26.3% |
| 30D | +27.6% | -22.7% | +50.4% | +43.5% |
| 3M | +15.2% | +12.1% | +3.1% | +3.5% |
| 6M | -33.2% | +51.5% | -84.7% | -49.7% |
| YTD | -59.4% | +63.9% | -123.2% | -71.5% |
| 1Y | -64.4% | +76.6% | -140.9% | -76.2% |
| 3Y | -75.9% | +124.6% | -200.5% | -87.8% |
| 5Y | -82.6% | -42.7% | -39.9% | -78.9% |
| 10Y | +558.1% | +59.7% | +498.5% | +433.7% |
| All | +558.1% | +64.4% | +493.7% | +433.7% |
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