+12,702.2%
TSM vs KLAC
+8,203.0%
+4,499.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.1% |
| 7D | +6.2% | +10.0% | -3.8% | +1.1% |
| 30D | -7.3% | -14.8% | +7.5% | +0.1% |
| 3M | -7.1% | -27.2% | +20.0% | +7.9% |
| 6M | +0.2% | -17.5% | +17.7% | +6.2% |
| YTD | +32.2% | +25.8% | +6.4% | +11.6% |
| 1Y | +42.8% | +31.8% | +11.0% | +17.5% |
| 3Y | +330.4% | +195.3% | +135.1% | +132.2% |
| 5Y | +263.9% | +285.9% | -22.0% | +67.1% |
| 10Y | +1,580.2% | +2,247.6% | -667.4% | +190.2% |
| All | +12,702.2% | +8,203.0% | +4,499.2% | +960.4% |
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