+489.2%
KLAC vs TSLQ
-97.2%
+586.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +1.8% |
| 7D | -2.7% | -6.6% | +3.9% | -3.8% |
| 30D | -13.2% | -24.3% | +11.1% | -17.1% |
| 3M | -25.0% | -3.6% | -21.4% | -22.7% |
| 6M | +23.6% | -12.0% | +35.6% | +28.8% |
| YTD | +49.2% | +1.4% | +47.8% | +60.5% |
| 1Y | +89.3% | -43.6% | +132.9% | +90.3% |
| 3Y | +274.4% | -95.4% | +369.8% | +214.0% |
| All | +489.2% | -97.2% | +586.5% | +395.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling