-63.8%
TTD vs KEY
+23.0%
-86.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.2% | +3.4% |
| 7D | +20.8% | -0.5% | +21.3% | +20.9% |
| 30D | +33.8% | +6.7% | +27.1% | +31.4% |
| 3M | +17.8% | -4.6% | +22.5% | +18.3% |
| 6M | -25.7% | +2.6% | -28.3% | -25.8% |
| YTD | -57.9% | +7.0% | -64.9% | -58.7% |
| 1Y | -63.8% | +23.5% | -87.3% | -67.4% |
| All | -63.8% | +23.0% | -86.8% | -67.4% |
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