+1,077.0%
TTMI vs ILMN
+28.5%
+1,048.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.3% | +3.9% |
| 7D | +12.2% | +1.9% | +10.3% | +11.4% |
| 30D | -5.7% | +12.3% | -18.0% | -9.3% |
| 3M | -27.5% | +33.5% | -61.0% | -34.0% |
| 6M | +47.1% | +69.4% | -22.2% | +24.4% |
| YTD | +87.5% | +60.9% | +26.5% | +59.3% |
| 1Y | +175.2% | +115.0% | +60.2% | +113.4% |
| 3Y | +901.9% | +37.0% | +864.9% | +752.0% |
| 5Y | +843.5% | -53.1% | +896.6% | +947.6% |
| 10Y | +1,077.0% | +27.6% | +1,049.4% | +828.3% |
| All | +1,077.0% | +28.5% | +1,048.5% | +828.3% |
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