+89.3%
KLAC vs TDG
-11.6%
+100.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | -13.2% | -7.7% | -5.5% | -11.1% |
| 3M | -25.0% | -9.3% | -15.7% | -22.9% |
| 6M | +23.6% | -9.4% | +33.0% | +25.6% |
| YTD | +49.2% | -14.3% | +63.5% | +55.7% |
| 1Y | +89.3% | -11.8% | +101.2% | +94.3% |
| All | +89.3% | -11.6% | +100.9% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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