+2,456.6%
KLAC vs TTD
+445.4%
+2,011.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.5% | -3.5% |
| 7D | +10.0% | +21.3% | -11.3% | +5.3% |
| 30D | -14.8% | +28.7% | -43.6% | -19.6% |
| 3M | -27.2% | +7.7% | -34.9% | -28.9% |
| 6M | -17.5% | -23.5% | +6.0% | -15.0% |
| YTD | +25.8% | -58.7% | +84.5% | +47.6% |
| 1Y | +31.8% | -63.4% | +95.2% | +59.1% |
| 3Y | +195.3% | -75.3% | +270.6% | +258.9% |
| 5Y | +285.9% | -84.4% | +370.3% | +380.0% |
| 10Y | +2,247.6% | +516.1% | +1,731.5% | +1,430.5% |
| All | +2,456.6% | +445.4% | +2,011.2% | +1,579.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling