+172.6%
TTMI vs ILMN
+127.6%
+45.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +9.2% |
| 7D | +5.9% | +1.2% | +4.6% | +5.5% |
| 30D | -4.3% | +9.2% | -13.5% | -6.5% |
| 3M | -32.0% | +29.8% | -61.9% | -36.8% |
| 6M | +19.5% | +69.2% | -49.7% | +2.4% |
| YTD | +82.0% | +66.4% | +15.7% | +54.1% |
| 1Y | +172.6% | +123.4% | +49.2% | +108.6% |
| All | +172.6% | +127.6% | +45.0% | +108.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling