+379.4%
TTD vs ILMN
+27.3%
+352.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.4% |
| 3M | -31.4% | +29.8% | -61.2% | -40.8% |
| 6M | -42.7% | +69.2% | -111.9% | -57.8% |
| YTD | -62.0% | +66.4% | -128.4% | -72.2% |
| 1Y | -72.2% | +123.4% | -195.6% | -83.3% |
| 3Y | -81.9% | +33.2% | -115.1% | -86.3% |
| 5Y | -81.5% | -52.0% | -29.6% | -74.8% |
| All | +379.4% | +27.3% | +352.1% | +337.1% |
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