+195.3%
KLAC vs TTD
-75.6%
+270.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.5% | -3.4% |
| 7D | +10.0% | +21.3% | -11.3% | +7.0% |
| 30D | -14.8% | +28.7% | -43.6% | -17.9% |
| 3M | -27.2% | +7.7% | -34.9% | -28.3% |
| 6M | -17.5% | -23.5% | +6.0% | -15.6% |
| YTD | +25.8% | -58.7% | +84.5% | +44.9% |
| 1Y | +31.8% | -63.4% | +95.2% | +55.9% |
| 3Y | +195.3% | -75.3% | +270.6% | +214.0% |
| All | +195.3% | -75.6% | +270.9% | +214.0% |
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