+91.5%
TT vs KEEL
+53.7%
+37.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.1% |
| 7D | +4.0% | -0.5% | +4.6% | +4.0% |
| 30D | -11.3% | -27.1% | +15.7% | -9.8% |
| 3M | -12.3% | -43.8% | +31.5% | -9.6% |
| 6M | -10.8% | -55.2% | +44.3% | -7.6% |
| YTD | +8.2% | -20.9% | +29.0% | +6.8% |
| 1Y | +1.5% | -28.5% | +29.9% | +0.5% |
| 3Y | +91.5% | +66.1% | +25.4% | +84.1% |
| All | +91.5% | +53.7% | +37.8% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling