+342.5%
KLAC vs TSLL
-51.4%
+393.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.5% |
| 7D | +10.0% | +17.8% | -7.9% | +7.0% |
| 30D | -14.8% | +8.2% | -23.1% | -16.0% |
| 3M | -27.2% | +20.9% | -48.0% | -30.1% |
| 6M | -17.5% | -37.5% | +20.0% | -13.0% |
| YTD | +25.8% | -44.5% | +70.3% | +33.1% |
| 1Y | +31.8% | -33.0% | +64.8% | +35.1% |
| 3Y | +195.3% | -6.4% | +201.7% | +141.4% |
| All | +342.5% | -51.4% | +393.8% | +308.7% |
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