+128.3%
TDG vs KEY
+14.6%
+113.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | +11.2% | +6.7% | +4.4% | +9.2% |
| 3M | +0.2% | -4.6% | +4.8% | +1.5% |
| 6M | +3.9% | +2.6% | +1.3% | +3.0% |
| YTD | -6.4% | +7.0% | -13.3% | -8.4% |
| 1Y | -3.8% | +23.5% | -27.2% | -9.6% |
| 3Y | +46.8% | +126.4% | -79.6% | +13.1% |
| 5Y | +128.3% | +13.0% | +115.2% | +134.3% |
| All | +128.3% | +14.6% | +113.6% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling