-17.5%
KLAC vs TTD
-25.0%
+7.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.5% | -3.1% |
| 7D | +10.0% | +21.3% | -11.3% | +11.8% |
| 30D | -14.8% | +28.7% | -43.6% | -11.9% |
| 3M | -27.2% | +7.7% | -34.9% | -27.4% |
| 6M | -17.5% | -23.5% | +6.0% | -21.2% |
| All | -17.5% | -25.0% | +7.5% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling