-1.8%
TSM vs KLAC
-18.9%
+17.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.2% | -1.0% | +1.4% |
| 7D | +4.4% | +7.5% | -3.0% | +0.1% |
| 30D | -7.0% | -15.3% | +8.3% | -0.5% |
| 3M | -1.8% | -19.6% | +17.8% | +7.2% |
| All | -1.8% | -18.9% | +17.1% | +7.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling