+146.0%
TT vs KEY
+40.7%
+105.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.2% | +2.2% | -2.4% | -0.8% |
| 30D | -7.4% | -3.0% | -4.4% | -6.6% |
| 3M | -3.2% | +3.3% | -6.5% | -4.1% |
| 6M | +1.1% | +9.2% | -8.1% | -1.2% |
| YTD | +15.6% | +10.6% | +5.0% | +12.5% |
| 1Y | +9.2% | +20.4% | -11.2% | +3.7% |
| 3Y | +124.4% | +121.8% | +2.5% | +79.0% |
| All | +146.0% | +40.7% | +105.3% | +122.0% |
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