+356.9%
KLAC vs TSLL
-49.5%
+406.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.7% | -2.9% |
| 7D | +21.2% | +33.0% | -11.8% | +15.5% |
| 30D | -14.5% | +7.7% | -22.2% | -15.6% |
| 3M | -24.4% | +34.7% | -59.1% | -28.8% |
| 6M | -12.9% | -31.5% | +18.6% | -9.6% |
| YTD | +29.9% | -42.4% | +72.3% | +36.5% |
| 1Y | +31.9% | -39.7% | +71.6% | +37.1% |
| 3Y | +201.5% | +3.4% | +198.1% | +142.5% |
| All | +356.9% | -49.5% | +406.4% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling