+398.4%
TSM vs KEYS
+144.6%
+253.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.8% |
| 7D | +2.6% | +0.9% | +1.7% | +2.1% |
| 30D | +1.4% | -5.3% | +6.7% | +4.4% |
| 3M | +5.0% | +0.5% | +4.5% | +4.4% |
| 6M | +24.0% | +14.0% | +9.9% | +14.6% |
| YTD | +41.6% | +60.3% | -18.7% | +5.9% |
| 1Y | +66.2% | +91.3% | -25.2% | +10.8% |
| All | +398.4% | +144.6% | +253.9% | +176.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling