+90.2%
TT vs KEY
+106.2%
-16.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -2.0% | -1.3% | -0.7% | -1.7% |
| 30D | -14.0% | +5.1% | -19.2% | -15.2% |
| 3M | -15.9% | -7.1% | -8.8% | -14.2% |
| 6M | -17.3% | -4.4% | -12.9% | -16.4% |
| YTD | +4.0% | +4.0% | -0.1% | +2.7% |
| 1Y | -7.1% | +23.4% | -30.5% | -12.1% |
| 3Y | +90.2% | +113.9% | -23.7% | +66.1% |
| All | +90.2% | +106.2% | -16.0% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling