+348.8%
KLAC vs TPG
+74.1%
+274.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +1.2% |
| 7D | -2.7% | -9.4% | +6.7% | +1.9% |
| 30D | -13.2% | -5.3% | -7.9% | -11.4% |
| 3M | -25.0% | +12.9% | -37.9% | -29.8% |
| 6M | +23.6% | +20.1% | +3.5% | +11.4% |
| YTD | +49.2% | -22.5% | +71.7% | +65.4% |
| 1Y | +89.3% | -19.7% | +109.0% | +104.8% |
| 3Y | +274.4% | +81.2% | +193.2% | +158.5% |
| All | +348.8% | +74.1% | +274.7% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling