-84.6%
TTD vs ILMN
-44.2%
-40.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.5% |
| 7D | +20.8% | +0.7% | +20.0% | +20.5% |
| 30D | +27.1% | -22.7% | +49.8% | +41.1% |
| 3M | +14.7% | +8.6% | +6.1% | +5.5% |
| 6M | -26.8% | +43.8% | -70.6% | -42.1% |
| YTD | -59.2% | +59.8% | -119.0% | -70.2% |
| 1Y | -64.7% | +71.8% | -136.5% | -75.2% |
| 3Y | -75.8% | +119.0% | -194.8% | -87.4% |
| 5Y | -84.6% | -43.8% | -40.8% | -76.5% |
| All | -84.6% | -44.2% | -40.3% | -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