+330.4%
TSM vs KLAC
+194.3%
+136.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | +0.1% |
| 7D | +6.2% | +10.0% | -3.8% | +0.4% |
| 30D | -7.3% | -14.8% | +7.5% | +0.9% |
| 3M | -7.1% | -27.2% | +20.0% | +9.8% |
| 6M | +0.2% | -17.5% | +17.7% | +5.2% |
| YTD | +32.2% | +25.8% | +6.4% | +3.4% |
| 1Y | +42.8% | +31.8% | +11.0% | +8.0% |
| 3Y | +330.4% | +195.3% | +135.1% | +89.8% |
| All | +330.4% | +194.3% | +136.1% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling