+2,986.0%
KLAC vs TT
+906.5%
+2,079.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | +6.2% | +1.4% | +4.8% | +5.1% |
| 30D | -5.0% | -6.7% | +1.7% | +0.3% |
| 3M | -14.4% | -5.4% | -9.0% | -9.6% |
| 6M | +28.3% | +4.4% | +23.9% | +26.4% |
| YTD | +51.1% | +14.9% | +36.2% | +38.6% |
| 1Y | +100.4% | +9.3% | +91.1% | +90.4% |
| 3Y | +276.3% | +121.7% | +154.6% | +110.9% |
| 5Y | +452.1% | +148.2% | +303.9% | +179.2% |
| 10Y | +2,986.0% | +957.3% | +2,028.7% | +560.1% |
| All | +2,986.0% | +906.5% | +2,079.4% | +560.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling