+113.7%
KLAC vs TSLQ
-50.5%
+164.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +12.0% | -4.7% | +10.2% |
| 7D | +5.7% | -5.8% | +11.5% | +4.2% |
| 30D | -3.6% | -22.1% | +18.5% | -9.4% |
| 3M | -12.8% | +10.1% | -22.9% | -5.3% |
| 6M | +26.1% | -6.8% | +32.8% | +35.7% |
| YTD | +53.3% | +8.5% | +44.8% | +71.3% |
| 1Y | +113.7% | -49.7% | +163.4% | +130.8% |
| All | +113.7% | -50.5% | +164.2% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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