+281.9%
KLAC vs TMUS
+38.5%
+243.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.5% | +10.8% | +6.3% |
| 7D | +5.7% | +0.1% | +5.6% | +5.8% |
| 30D | -3.6% | +5.3% | -8.9% | -2.1% |
| 3M | -12.8% | +3.1% | -15.9% | -11.0% |
| 6M | +26.1% | -16.5% | +42.5% | +25.7% |
| YTD | +53.3% | -9.2% | +62.5% | +54.6% |
| 1Y | +113.7% | -26.5% | +140.2% | +117.6% |
| All | +281.9% | +38.5% | +243.4% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 3y: compounded portfolio wealth divided by compounded TMUS 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…
3y analysis · Full analysis span regression · 6 months rolling