+1,118.2%
TT vs KEYS
+1,095.1%
+23.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.1% |
| 7D | +1.6% | +4.4% | -2.9% | -0.1% |
| 30D | -7.3% | -2.2% | -5.1% | -6.7% |
| 3M | -2.6% | +0.5% | -3.1% | -3.3% |
| 6M | +5.9% | +22.4% | -16.5% | -2.5% |
| YTD | +15.4% | +64.1% | -48.7% | -6.1% |
| 1Y | +8.2% | +97.0% | -88.7% | -18.3% |
| 3Y | +122.7% | +152.0% | -29.4% | +49.2% |
| 5Y | +145.0% | +83.7% | +61.2% | +81.6% |
| 10Y | +893.7% | +997.9% | -104.1% | +277.4% |
| All | +1,118.2% | +1,095.1% | +23.1% | +340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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