+0.2%
TSM vs KLAC
-16.8%
+17.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.2% |
| 7D | +6.2% | +10.0% | -3.8% | +1.4% |
| 30D | -7.3% | -14.8% | +7.5% | -0.9% |
| 3M | -7.1% | -27.2% | +20.0% | +5.9% |
| 6M | +0.2% | -17.5% | +17.7% | +7.6% |
| All | +0.2% | -16.8% | +17.1% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling