+37,200.3%
KLAC vs TSCO
+47,655.7%
-10,455.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.9% |
| 7D | +2.5% | -3.1% | +5.6% | +2.9% |
| 30D | -11.5% | -4.4% | -7.2% | -11.0% |
| 3M | -16.9% | +9.7% | -26.6% | -18.0% |
| 6M | +22.2% | -32.4% | +54.6% | +28.3% |
| YTD | +46.4% | -31.7% | +78.0% | +53.1% |
| 1Y | +91.0% | -41.3% | +132.3% | +103.8% |
| 3Y | +264.6% | -18.3% | +282.9% | +270.8% |
| 5Y | +430.6% | -10.3% | +440.8% | +432.7% |
| 10Y | +2,889.3% | +188.5% | +2,700.8% | +2,492.9% |
| All | +37,200.3% | +47,655.7% | -10,455.5% | +23,838.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling