+26.1%
KLAC vs TSLL
-35.1%
+61.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -11.8% | +19.2% | +10.6% |
| 7D | +5.7% | +1.9% | +3.8% | +3.8% |
| 30D | -3.6% | +17.8% | -21.4% | -10.7% |
| 3M | -12.8% | -37.0% | +24.2% | -2.7% |
| 6M | +26.1% | -37.7% | +63.7% | +48.5% |
| All | +26.1% | -35.1% | +61.2% | +48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling