+281.9%
KLAC vs TT
+122.8%
+159.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +6.6% |
| 7D | +5.7% | 0.0% | +5.7% | +5.8% |
| 30D | -3.6% | -7.2% | +3.5% | +2.7% |
| 3M | -12.8% | -3.0% | -9.8% | -9.2% |
| 6M | +26.1% | +1.4% | +24.7% | +27.3% |
| YTD | +53.3% | +15.9% | +37.4% | +40.4% |
| 1Y | +113.7% | +9.4% | +104.3% | +103.5% |
| All | +281.9% | +122.8% | +159.1% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling