+1,410.4%
TSM vs KEY
+120.9%
+1,289.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +6.5% |
| 7D | -7.6% | -1.3% | -6.3% | -7.2% |
| 30D | -20.5% | +5.1% | -25.6% | -21.6% |
| 3M | -10.0% | -7.1% | -2.9% | -8.2% |
| 6M | -10.1% | -4.4% | -5.7% | -9.2% |
| YTD | +24.5% | +4.0% | +20.5% | +22.7% |
| 1Y | +31.2% | +23.4% | +7.8% | +23.2% |
| 3Y | +322.0% | +113.9% | +208.1% | +234.7% |
| 5Y | +245.3% | +12.3% | +232.9% | +215.5% |
| All | +1,410.4% | +120.9% | +1,289.5% | +1,219.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling