-80.8%
TTD vs ILMN
-51.8%
-29.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.6% |
| 7D | +6.3% | +1.2% | +5.1% | +5.7% |
| 30D | -23.9% | +9.2% | -33.1% | -27.2% |
| 3M | -31.4% | +29.8% | -61.2% | -40.4% |
| 6M | -42.7% | +69.2% | -111.9% | -57.2% |
| YTD | -62.0% | +66.4% | -128.4% | -71.8% |
| 1Y | -72.2% | +123.4% | -195.6% | -83.1% |
| 3Y | -81.9% | +33.2% | -115.1% | -85.8% |
| All | -80.8% | -51.8% | -29.0% | -63.2% |
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 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