+113.7%
KLAC vs TTD
-73.2%
+186.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.4% | +11.7% | +7.1% |
| 7D | +5.7% | +6.3% | -0.6% | +6.0% |
| 30D | -3.6% | -23.9% | +20.3% | -4.7% |
| 3M | -12.8% | -31.4% | +18.6% | -13.1% |
| 6M | +26.1% | -42.7% | +68.7% | +26.2% |
| YTD | +53.3% | -62.0% | +115.3% | +63.6% |
| 1Y | +113.7% | -72.2% | +185.9% | +135.1% |
| All | +113.7% | -73.2% | +186.9% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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