+329.6%
TTD vs KEY
+158.8%
+170.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | -26.8% | -7.1% | -19.7% | -24.6% |
| 6M | -46.1% | -4.4% | -41.8% | -45.2% |
| YTD | -65.9% | +4.0% | -70.0% | -66.7% |
| 1Y | -71.8% | +23.4% | -95.2% | -74.4% |
| 3Y | -83.3% | +113.9% | -197.2% | -88.1% |
| 5Y | -81.1% | +12.3% | -93.5% | -83.2% |
| 10Y | +441.7% | +125.5% | +316.2% | +219.8% |
| All | +329.6% | +158.8% | +170.7% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling