-85.4%
TTD vs ILMN
-46.1%
-39.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.5% | -0.2% |
| 7D | +5.2% | -9.7% | +14.9% | +9.8% |
| 30D | +6.9% | -20.4% | +27.4% | +16.7% |
| 3M | -26.8% | +10.0% | -36.8% | -32.9% |
| 6M | -46.1% | +49.5% | -95.6% | -58.2% |
| YTD | -65.9% | +62.5% | -128.4% | -75.3% |
| 1Y | -71.8% | +76.0% | -147.8% | -80.5% |
| 3Y | -83.3% | +94.2% | -177.5% | -90.4% |
| All | -85.4% | -46.1% | -39.3% | -76.5% |
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