-46.1%
TTD vs KEY
-3.4%
-42.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | +5.2% | -1.3% | +6.5% | +6.0% |
| 30D | +6.9% | +5.1% | +1.8% | +4.6% |
| 3M | -26.8% | -7.1% | -19.7% | -25.1% |
| 6M | -46.1% | -4.4% | -41.8% | -44.8% |
| All | -46.1% | -3.4% | -42.8% | -44.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling