-85.4%
TTD vs KEY
+11.7%
-97.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | +5.2% | -1.3% | +6.5% | +5.8% |
| 30D | +6.9% | +5.1% | +1.8% | +4.6% |
| 3M | -26.8% | -7.1% | -19.7% | -24.3% |
| 6M | -46.1% | -4.4% | -41.8% | -45.1% |
| YTD | -65.9% | +4.0% | -70.0% | -66.9% |
| 1Y | -71.8% | +23.4% | -95.2% | -74.8% |
| 3Y | -83.3% | +113.9% | -197.2% | -88.8% |
| All | -85.4% | +11.7% | -97.1% | -85.5% |
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