+3,015.2%
KLAC vs TTD
+401.9%
+2,613.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.4% | +11.7% | +8.3% |
| 7D | +5.7% | +6.3% | -0.6% | +4.1% |
| 30D | -3.6% | -23.9% | +20.3% | +1.3% |
| 3M | -12.8% | -31.4% | +18.6% | -6.9% |
| 6M | +26.1% | -42.7% | +68.7% | +37.5% |
| YTD | +53.3% | -62.0% | +115.3% | +84.2% |
| 1Y | +113.7% | -72.2% | +185.9% | +175.1% |
| 3Y | +274.9% | -81.9% | +356.8% | +389.6% |
| 5Y | +470.1% | -81.5% | +551.7% | +575.1% |
| All | +3,015.2% | +401.9% | +2,613.3% | +1,995.7% |
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