-84.6%
TTD vs KEY
+12.7%
-97.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +20.8% | +1.8% | +19.0% | +20.0% |
| 30D | +27.1% | +7.1% | +20.0% | +23.4% |
| 3M | +14.7% | -5.9% | +20.6% | +18.2% |
| 6M | -26.8% | +2.2% | -29.0% | -27.6% |
| YTD | -59.2% | +6.4% | -65.7% | -60.7% |
| 1Y | -64.7% | +24.8% | -89.4% | -68.5% |
| 3Y | -75.8% | +125.2% | -201.1% | -84.2% |
| 5Y | -84.6% | +13.0% | -97.5% | -84.7% |
| All | -84.6% | +12.7% | -97.3% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling