+404.0%
TT vs KEEL
+105.5%
+298.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.2% |
| 7D | +4.0% | -0.5% | +4.6% | +4.0% |
| 30D | -11.3% | -27.1% | +15.7% | -10.3% |
| 3M | -12.3% | -43.8% | +31.5% | -10.5% |
| 6M | -10.8% | -55.2% | +44.3% | -8.8% |
| YTD | +8.2% | -20.9% | +29.0% | +7.4% |
| 1Y | +1.5% | -28.5% | +29.9% | +1.0% |
| 3Y | +91.5% | +66.1% | +25.4% | +78.5% |
| 5Y | +130.2% | -78.3% | +208.5% | +117.8% |
| All | +404.0% | +105.5% | +298.5% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling