+452.1%
KLAC vs TTD
-80.8%
+532.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +6.2% | -4.6% | +10.8% | +7.1% |
| 30D | -5.0% | +3.7% | -8.7% | -6.0% |
| 3M | -14.4% | -30.2% | +15.8% | -9.1% |
| 6M | +28.3% | -51.4% | +79.7% | +46.7% |
| YTD | +51.1% | -63.4% | +114.5% | +84.1% |
| 1Y | +100.4% | -73.5% | +173.9% | +163.4% |
| 3Y | +276.3% | -83.5% | +359.8% | +400.7% |
| 5Y | +452.1% | -80.9% | +533.0% | +549.9% |
| All | +452.1% | -80.8% | +532.8% | +549.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling