-80.8%
TTD vs KEY
+40.7%
-121.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.5% |
| 7D | +6.3% | +2.2% | +4.1% | +5.3% |
| 30D | -23.9% | -3.0% | -20.9% | -22.8% |
| 3M | -31.4% | +3.3% | -34.7% | -32.5% |
| 6M | -42.7% | +9.2% | -51.9% | -45.3% |
| YTD | -62.0% | +10.6% | -72.6% | -64.1% |
| 1Y | -72.2% | +20.4% | -92.6% | -74.9% |
| 3Y | -81.9% | +121.8% | -203.8% | -88.1% |
| All | -80.8% | +40.7% | -121.5% | -82.8% |
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