+516.4%
KLAC vs TSLQ
-97.3%
+613.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.0% | +9.8% | +0.3% |
| 7D | +10.6% | -8.6% | +19.2% | +8.9% |
| 30D | -4.5% | -24.9% | +20.4% | -9.0% |
| 3M | -10.3% | -1.5% | -8.7% | -6.9% |
| 6M | +40.9% | -18.1% | +59.0% | +45.0% |
| YTD | +56.1% | -0.1% | +56.2% | +67.4% |
| 1Y | +109.0% | -51.4% | +160.4% | +105.2% |
| 3Y | +288.8% | -95.9% | +384.8% | +217.4% |
| All | +516.4% | -97.3% | +613.7% | +416.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling