+113.7%
KLAC vs TSCO
-40.6%
+154.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.3% |
| 7D | +5.7% | +0.8% | +5.0% | +5.7% |
| 30D | -3.6% | +5.5% | -9.1% | -3.7% |
| 3M | -12.8% | +20.0% | -32.8% | -12.6% |
| 6M | +26.1% | -29.8% | +55.8% | +29.6% |
| YTD | +53.3% | -28.7% | +82.0% | +56.7% |
| 1Y | +113.7% | -40.9% | +154.6% | +125.9% |
| All | +113.7% | -40.6% | +154.3% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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