+433.6%
TT vs KEEL
+294.5%
+139.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.5% |
| 7D | -1.2% | +2.9% | -4.1% | -1.3% |
| 30D | -7.3% | +0.8% | -8.2% | -7.5% |
| 3M | -3.6% | -35.3% | +31.7% | -2.4% |
| 6M | +2.8% | +59.4% | -56.6% | -0.1% |
| YTD | +14.5% | +51.9% | -37.4% | +11.0% |
| 1Y | +7.4% | +75.0% | -67.6% | +2.7% |
| 3Y | +116.2% | +224.5% | -108.3% | +96.4% |
| 5Y | +147.4% | -35.9% | +183.3% | +126.7% |
| All | +433.6% | +294.5% | +139.1% | +360.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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