+1,041.7%
TT vs KEYS
+967.0%
+74.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.6% |
| 7D | +4.0% | +9.4% | -5.3% | +0.5% |
| 30D | -11.3% | -16.8% | +5.5% | -5.2% |
| 3M | -12.3% | -15.9% | +3.6% | -6.9% |
| 6M | -10.8% | -17.6% | +6.7% | -5.1% |
| YTD | +8.2% | +46.5% | -38.3% | -8.5% |
| 1Y | +1.5% | +66.9% | -65.4% | -18.6% |
| 3Y | +91.5% | +141.4% | -49.9% | +29.8% |
| 5Y | +130.2% | +59.5% | +70.7% | +79.4% |
| 10Y | +727.9% | +761.1% | -33.2% | +241.8% |
| All | +1,041.7% | +967.0% | +74.7% | +329.3% |
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