-82.3%
TTD vs KEY
+122.6%
-204.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.5% |
| 7D | +6.3% | +2.2% | +4.1% | +5.4% |
| 30D | -23.9% | -3.0% | -20.9% | -22.9% |
| 3M | -31.4% | +3.3% | -34.7% | -32.4% |
| 6M | -42.7% | +9.2% | -51.9% | -45.2% |
| YTD | -62.0% | +10.6% | -72.6% | -64.0% |
| 1Y | -72.2% | +20.4% | -92.6% | -74.9% |
| All | -82.3% | +122.6% | -204.9% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling