+288.8%
KLAC vs TTD
-83.4%
+372.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.7% | +2.2% |
| 7D | +10.6% | +1.7% | +8.8% | +10.2% |
| 30D | -4.5% | +1.6% | -6.1% | -4.9% |
| 3M | -10.3% | -27.8% | +17.6% | -7.0% |
| 6M | +40.9% | -52.1% | +93.0% | +56.2% |
| YTD | +56.1% | -63.1% | +119.2% | +82.0% |
| 1Y | +109.0% | -73.1% | +182.1% | +159.4% |
| 3Y | +288.8% | -83.3% | +372.1% | +378.2% |
| All | +288.8% | -83.4% | +372.2% | +378.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling