+433.3%
KLAC vs TSCO
-11.8%
+445.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.5% |
| 7D | -2.7% | -5.7% | +3.0% | -0.5% |
| 30D | -13.2% | -8.8% | -4.4% | -10.2% |
| 3M | -25.0% | +6.3% | -31.3% | -26.8% |
| 6M | +23.6% | -32.3% | +55.9% | +43.3% |
| YTD | +49.2% | -32.7% | +81.9% | +71.8% |
| 1Y | +89.3% | -43.7% | +133.0% | +136.1% |
| 3Y | +274.4% | -19.7% | +294.0% | +278.1% |
| All | +433.3% | -11.8% | +445.1% | +387.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling