+274.4%
KLAC vs TSCO
-19.8%
+294.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.3% |
| 7D | -2.7% | -5.7% | +3.0% | -1.3% |
| 30D | -13.2% | -8.8% | -4.4% | -11.2% |
| 3M | -25.0% | +6.3% | -31.3% | -26.1% |
| 6M | +23.6% | -32.3% | +55.9% | +38.0% |
| YTD | +49.2% | -32.7% | +81.9% | +65.4% |
| 1Y | +89.3% | -43.7% | +133.0% | +123.8% |
| 3Y | +274.4% | -19.7% | +294.0% | +305.5% |
| All | +274.4% | -19.8% | +294.2% | +305.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling