-74.8%
TTD vs ILMN
+124.5%
-199.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.6% | +3.9% |
| 7D | +20.8% | -6.0% | +26.8% | +22.7% |
| 30D | +33.8% | -23.0% | +56.9% | +42.0% |
| 3M | +17.8% | +10.4% | +7.4% | +12.3% |
| 6M | -25.7% | +49.4% | -75.2% | -35.2% |
| YTD | -57.9% | +62.3% | -120.2% | -64.5% |
| 1Y | -63.8% | +73.7% | -137.5% | -70.2% |
| All | -74.8% | +124.5% | -199.3% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling