+13,171.6%
TSM vs KLAC
+8,676.7%
+4,494.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.2% | -1.0% | +1.6% |
| 7D | +4.4% | +7.5% | -3.0% | +0.7% |
| 30D | -7.0% | -15.3% | +8.3% | +0.7% |
| 3M | -1.8% | -19.6% | +17.8% | +8.6% |
| 6M | +2.7% | -12.5% | +15.2% | +5.7% |
| YTD | +37.1% | +33.0% | +4.1% | +12.5% |
| 1Y | +43.5% | +35.9% | +7.5% | +16.2% |
| 3Y | +341.5% | +208.6% | +132.9% | +133.0% |
| 5Y | +278.9% | +309.5% | -30.6% | +68.9% |
| 10Y | +1,641.8% | +2,381.5% | -739.7% | +192.6% |
| All | +13,171.6% | +8,676.7% | +4,494.9% | +969.0% |
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