+1,672.6%
TSM vs KLAC
+2,313.8%
-641.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.6% |
| 7D | +14.8% | +21.2% | -6.3% | +3.3% |
| 30D | -8.9% | -14.5% | +5.6% | -1.4% |
| 3M | -5.3% | -24.4% | +19.1% | +9.0% |
| 6M | +2.6% | -12.9% | +15.5% | +5.4% |
| YTD | +34.5% | +29.9% | +4.5% | +8.6% |
| 1Y | +41.0% | +31.9% | +9.1% | +12.7% |
| 3Y | +333.1% | +201.5% | +131.6% | +115.1% |
| 5Y | +270.1% | +298.6% | -28.5% | +53.2% |
| All | +1,672.6% | +2,313.8% | -641.2% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 10y: compounded portfolio wealth divided by compounded KLAC 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…
10y analysis · Full analysis span regression · 6 months rolling