+430.9%
TTD vs ILMN
+24.3%
+406.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.6% | +4.1% |
| 7D | +20.8% | -6.0% | +26.8% | +24.5% |
| 30D | +33.8% | -23.0% | +56.9% | +50.1% |
| 3M | +17.8% | +10.4% | +7.4% | +7.2% |
| 6M | -25.7% | +49.4% | -75.2% | -43.0% |
| YTD | -57.9% | +62.3% | -120.2% | -69.9% |
| 1Y | -63.8% | +73.7% | -137.5% | -75.2% |
| 3Y | -75.0% | +122.5% | -197.6% | -86.9% |
| 5Y | -82.5% | -43.2% | -39.4% | -79.1% |
| 10Y | +527.9% | +59.0% | +468.9% | +459.3% |
| All | +430.9% | +24.3% | +406.6% | +372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling