+2,873.9%
KLAC vs TTD
+385.9%
+2,488.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.8% | -3.3% |
| 7D | +2.5% | -7.4% | +9.9% | +4.1% |
| 30D | -11.5% | +3.0% | -14.5% | -12.4% |
| 3M | -16.9% | -27.6% | +10.6% | -12.5% |
| 6M | +22.2% | -49.5% | +71.7% | +38.3% |
| YTD | +46.4% | -63.2% | +109.6% | +77.1% |
| 1Y | +91.0% | -69.7% | +160.7% | +141.3% |
| 3Y | +264.6% | -83.3% | +347.9% | +385.4% |
| 5Y | +430.6% | -80.8% | +511.4% | +522.4% |
| All | +2,873.9% | +385.9% | +2,488.0% | +1,914.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling