+26.3%
KLAC vs TSLL
-47.2%
+73.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.8% |
| 7D | -2.1% | -11.0% | +9.0% | +0.9% |
| 30D | -21.8% | -5.3% | -16.5% | -20.8% |
| 3M | -20.5% | +20.8% | -41.4% | -26.2% |
| 6M | -18.0% | -36.0% | +18.0% | -11.6% |
| YTD | +26.4% | -47.3% | +73.7% | +39.0% |
| 1Y | +26.3% | -48.4% | +74.7% | +39.2% |
| All | +26.3% | -47.2% | +73.5% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling