+826.9%
TTMI vs ILMN
+41.2%
+785.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +9.3% |
| 7D | +5.9% | +1.2% | +4.6% | +5.4% |
| 30D | -4.3% | +9.2% | -13.5% | -7.1% |
| 3M | -32.0% | +29.8% | -61.9% | -37.6% |
| 6M | +19.5% | +69.2% | -49.7% | +0.6% |
| YTD | +82.0% | +66.4% | +15.7% | +52.3% |
| 1Y | +172.6% | +123.4% | +49.2% | +106.3% |
| All | +826.9% | +41.2% | +785.8% | +683.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling