-42.3%
TTD vs KEEL
+294.5%
-336.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.1% | +2.2% |
| 7D | -0.6% | +2.9% | -3.5% | -1.1% |
| 30D | +6.3% | +0.8% | +5.5% | +5.4% |
| 3M | -24.1% | -35.3% | +11.2% | -21.9% |
| 6M | -47.4% | +59.4% | -106.8% | -52.8% |
| YTD | -62.2% | +51.9% | -114.1% | -66.3% |
| 1Y | -68.3% | +75.0% | -143.3% | -73.3% |
| 3Y | -83.4% | +224.5% | -308.0% | -88.4% |
| 5Y | -80.3% | -35.9% | -44.4% | -84.9% |
| All | -42.3% | +294.5% | -336.8% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling