+124.3%
TDG vs KEYS
+87.1%
+37.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | 0.0% |
| 7D | -1.9% | +3.5% | -5.4% | -2.9% |
| 30D | -7.7% | -4.5% | -3.2% | -6.6% |
| 3M | -9.3% | -0.4% | -8.9% | -10.2% |
| 6M | -9.4% | +19.1% | -28.5% | -15.9% |
| YTD | -14.3% | +66.7% | -80.9% | -30.7% |
| 1Y | -11.8% | +96.5% | -108.3% | -33.7% |
| 3Y | +52.0% | +155.2% | -103.2% | -2.7% |
| All | +124.3% | +87.1% | +37.2% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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