+396.5%
TTMI vs ILMN
+54.3%
+342.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.5% |
| 7D | +11.4% | -2.9% | +14.3% | +12.6% |
| 30D | -28.3% | -23.8% | -4.5% | -21.3% |
| 3M | -46.7% | +7.5% | -54.1% | -47.7% |
| 6M | -56.1% | +42.8% | -98.9% | -60.8% |
| YTD | +7.4% | +57.8% | -50.5% | -8.1% |
| 1Y | +17.4% | +72.6% | -55.2% | -2.0% |
| 3Y | +429.1% | +129.3% | +299.8% | +287.2% |
| 5Y | +418.8% | -44.5% | +463.3% | +454.0% |
| All | +396.5% | +54.3% | +342.2% | +293.0% |
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