-83.4%
TTD vs KEYS
+154.3%
-237.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.3% | +1.5% |
| 7D | -0.6% | +3.5% | -4.1% | -1.6% |
| 30D | +6.3% | -4.5% | +10.8% | +7.5% |
| 3M | -24.1% | -0.4% | -23.7% | -25.2% |
| 6M | -47.4% | +19.1% | -66.6% | -52.9% |
| YTD | -62.2% | +66.7% | -128.9% | -73.0% |
| 1Y | -68.3% | +96.5% | -164.8% | -79.9% |
| 3Y | -83.4% | +155.2% | -238.6% | -92.0% |
| All | -83.4% | +154.3% | -237.8% | -92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling