+7.8%
TTMI vs ILMN
+79.5%
-71.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.6% | +9.7% | +11.9% |
| 7D | -1.6% | -2.6% | +0.9% | 0.0% |
| 30D | -37.7% | -20.6% | -17.1% | -32.9% |
| 3M | -45.1% | +17.5% | -62.6% | -44.8% |
| 6M | -52.1% | +55.6% | -107.7% | -54.9% |
| YTD | +9.2% | +68.3% | -59.2% | -8.8% |
| All | +7.8% | +79.5% | -71.7% | -17.2% |
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