+366.4%
TTMI vs ILMN
-46.1%
+412.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.5% | +4.4% | +6.2% |
| 7D | -19.8% | -9.7% | -10.1% | -16.9% |
| 30D | -48.1% | -20.4% | -27.7% | -44.2% |
| 3M | -51.2% | +10.0% | -61.2% | -52.4% |
| 6M | -59.6% | +49.5% | -109.1% | -64.0% |
| YTD | -3.6% | +62.5% | -66.1% | -17.0% |
| 1Y | -2.3% | +76.0% | -78.3% | -17.7% |
| 3Y | +369.4% | +94.2% | +275.2% | +267.8% |
| All | +366.4% | -46.1% | +412.6% | +361.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling