+161.7%
TTMI vs ILMN
+115.7%
+45.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +2.7% |
| 7D | +0.7% | -5.4% | +6.1% | +2.0% |
| 30D | -8.4% | +7.0% | -15.5% | -10.3% |
| 3M | -32.5% | +24.2% | -56.7% | -36.8% |
| 6M | +32.5% | +69.9% | -37.4% | +12.4% |
| YTD | +83.2% | +57.4% | +25.8% | +56.1% |
| 1Y | +161.7% | +107.9% | +53.8% | +100.9% |
| All | +161.7% | +115.7% | +45.9% | +100.9% |
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