+285.0%
TSM vs KLAC
+471.6%
-186.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +1.0% |
| 7D | +4.8% | +6.2% | -1.4% | +1.1% |
| 30D | +4.0% | -5.0% | +9.0% | +6.8% |
| 3M | +2.0% | -14.4% | +16.4% | +7.6% |
| 6M | +25.5% | +28.3% | -2.8% | +2.6% |
| YTD | +44.0% | +51.1% | -7.1% | +4.4% |
| 1Y | +75.4% | +100.4% | -25.0% | +6.0% |
| 3Y | +406.7% | +276.3% | +130.4% | +103.3% |
| 5Y | +285.0% | +452.1% | -167.1% | +21.1% |
| All | +285.0% | +471.6% | -186.7% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling