+6,676.1%
KLAC vs TDG
+12,839.7%
-6,163.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.4% |
| 7D | +6.2% | -2.4% | +8.6% | +7.5% |
| 30D | -5.0% | -8.0% | +3.0% | -1.1% |
| 3M | -14.4% | -10.5% | -3.9% | -10.1% |
| 6M | +28.3% | -11.9% | +40.2% | +35.0% |
| YTD | +51.1% | -15.4% | +66.4% | +61.8% |
| 1Y | +100.4% | -14.2% | +114.6% | +112.2% |
| 3Y | +276.3% | +51.0% | +225.3% | +202.2% |
| 5Y | +452.1% | +126.5% | +325.6% | +267.4% |
| 10Y | +2,986.0% | +535.6% | +2,450.4% | +1,068.7% |
| All | +6,676.1% | +12,839.7% | -6,163.6% | +524.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling