+302.3%
KLAC vs TSLL
-58.7%
+361.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.6% | -1.9% | +5.2% |
| 7D | -12.3% | -21.2% | +8.9% | -8.7% |
| 30D | -29.6% | -13.3% | -16.3% | -28.0% |
| 3M | -28.2% | +15.4% | -43.6% | -30.7% |
| 6M | -23.6% | -34.2% | +10.7% | -19.9% |
| YTD | +14.4% | -52.9% | +67.3% | +24.4% |
| 1Y | +15.4% | -54.3% | +69.8% | +25.4% |
| 3Y | +184.3% | -18.4% | +202.7% | +137.8% |
| All | +302.3% | -58.7% | +361.0% | +282.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling