+225.8%
TTMI vs ILMN
+1,019.9%
-794.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.6% | +9.7% | +12.4% |
| 7D | -1.6% | -2.6% | +0.9% | -0.5% |
| 30D | -37.7% | -20.6% | -17.1% | -33.6% |
| 3M | -45.1% | +17.5% | -62.6% | -47.3% |
| 6M | -52.1% | +55.6% | -107.7% | -57.4% |
| YTD | +9.2% | +68.3% | -59.2% | -5.5% |
| 1Y | +12.9% | +81.1% | -68.2% | -3.9% |
| 3Y | +445.5% | +112.2% | +333.3% | +332.5% |
| 5Y | +427.9% | -42.6% | +470.5% | +452.0% |
| 10Y | +449.9% | +70.5% | +379.4% | +323.7% |
| All | +225.8% | +1,019.9% | -794.2% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling