+125.7%
TT vs KEY
+12.4%
+113.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.7% |
| 7D | -9.0% | -2.5% | -6.5% | -8.3% |
| 30D | -17.6% | +4.1% | -21.7% | -18.5% |
| 3M | -18.7% | -8.4% | -10.3% | -16.8% |
| 6M | -17.4% | -2.3% | -15.1% | -17.0% |
| YTD | +1.5% | +4.6% | -3.0% | +0.2% |
| 1Y | -9.4% | +24.6% | -33.9% | -14.6% |
| 3Y | +85.1% | +112.8% | -27.7% | +49.3% |
| 5Y | +125.7% | +12.9% | +112.8% | +118.1% |
| All | +125.7% | +12.4% | +113.4% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling