+13,634.3%
TSM vs KLAC
+10,017.1%
+3,617.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.3% | -4.5% | -0.8% |
| 7D | +2.7% | +5.7% | -3.0% | -0.2% |
| 30D | +3.6% | -3.6% | +7.2% | +5.2% |
| 3M | -3.4% | -12.8% | +9.4% | +0.7% |
| 6M | +20.6% | +26.1% | -5.4% | +3.7% |
| YTD | +41.9% | +53.3% | -11.4% | +9.1% |
| 1Y | +84.4% | +113.7% | -29.3% | +19.5% |
| 3Y | +380.2% | +274.9% | +105.3% | +131.3% |
| 5Y | +275.3% | +470.1% | -194.8% | +42.4% |
| 10Y | +1,751.4% | +2,997.0% | -1,245.6% | +180.6% |
| All | +13,634.3% | +10,017.1% | +3,617.2% | +937.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling