+443.1%
TTMI vs ILMN
+59.3%
+383.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.9% | +9.9% | +9.3% |
| 7D | +7.2% | -6.0% | +13.3% | +9.9% |
| 30D | -28.7% | -23.0% | -5.6% | -22.1% |
| 3M | -39.8% | +10.4% | -50.2% | -41.5% |
| 6M | -51.7% | +49.4% | -101.1% | -57.5% |
| YTD | +14.1% | +62.3% | -48.3% | -3.3% |
| 1Y | +16.0% | +73.7% | -57.7% | -3.4% |
| 3Y | +452.7% | +122.5% | +330.1% | +307.8% |
| 5Y | +451.5% | -43.2% | +494.7% | +484.4% |
| 10Y | +443.1% | +59.0% | +384.2% | +331.1% |
| All | +443.1% | +59.3% | +383.9% | +331.1% |
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 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