-72.2%
TTD vs KEYS
+98.0%
-170.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.2% |
| 7D | +6.3% | +2.3% | +4.1% | +6.6% |
| 30D | -23.9% | -2.6% | -21.3% | -24.1% |
| 3M | -31.4% | -4.6% | -26.7% | -31.5% |
| 6M | -42.7% | +8.7% | -51.4% | -42.7% |
| YTD | -62.0% | +61.0% | -123.0% | -65.1% |
| 1Y | -72.2% | +96.0% | -168.2% | -74.8% |
| All | -72.2% | +98.0% | -170.2% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling