+449.9%
TTMI vs ILMN
+61.7%
+388.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.6% | +9.7% | +12.1% |
| 7D | -1.6% | -2.6% | +0.9% | -0.2% |
| 30D | -37.7% | -20.6% | -17.1% | -32.7% |
| 3M | -45.1% | +17.5% | -62.6% | -47.7% |
| 6M | -52.1% | +55.6% | -107.7% | -58.4% |
| YTD | +9.2% | +68.3% | -59.2% | -8.5% |
| 1Y | +12.9% | +81.1% | -68.2% | -7.2% |
| 3Y | +445.5% | +112.2% | +333.3% | +307.3% |
| 5Y | +427.9% | -42.6% | +470.5% | +457.8% |
| 10Y | +449.9% | +70.5% | +379.4% | +331.4% |
| All | +449.9% | +61.7% | +388.2% | +331.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling