-65.5%
TTD vs KEY
+22.7%
-88.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.7% | +12.8% | +14.4% |
| 7D | +19.0% | -0.4% | +19.3% | +19.0% |
| 30D | +23.6% | +7.2% | +16.4% | +21.2% |
| 3M | +8.2% | -4.9% | +13.1% | +8.7% |
| 6M | -35.3% | +1.1% | -36.4% | -35.2% |
| YTD | -60.7% | +6.8% | -67.5% | -61.3% |
| All | -65.5% | +22.7% | -88.2% | -68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling