+36,411.1%
KLAC vs TD
+7,806.2%
+28,604.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.4% |
| 7D | +10.6% | +0.9% | +9.7% | +9.9% |
| 30D | -4.5% | -0.7% | -3.8% | -4.1% |
| 3M | -10.3% | +6.3% | -16.5% | -13.4% |
| 6M | +40.9% | +27.9% | +13.0% | +20.8% |
| YTD | +56.1% | +29.8% | +26.3% | +32.9% |
| 1Y | +109.0% | +63.7% | +45.4% | +53.5% |
| 3Y | +288.8% | +128.3% | +160.5% | +128.5% |
| 5Y | +489.1% | +125.5% | +363.6% | +249.0% |
| 10Y | +3,041.8% | +296.7% | +2,745.1% | +1,206.2% |
| All | +36,411.1% | +7,806.2% | +28,604.9% | +2,546.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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