-8.1%
TDG vs KEY
+25.9%
-34.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +1.7% | +2.9% | -1.2% | +0.7% |
| 30D | +9.7% | +8.4% | +1.2% | +7.0% |
| 3M | -2.3% | -5.8% | +3.4% | -0.4% |
| 6M | +1.3% | +5.4% | -4.1% | -0.5% |
| YTD | -8.5% | +7.1% | -15.5% | -9.9% |
| 1Y | -8.1% | +26.8% | -34.9% | -11.0% |
| All | -8.1% | +25.9% | -34.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling