+361.1%
TTD vs KEYS
+976.1%
-615.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | -4.6% | +2.9% | -7.5% | -6.6% |
| 30D | +3.7% | -1.3% | +5.0% | +3.7% |
| 3M | -30.2% | -0.1% | -30.1% | -33.2% |
| 6M | -51.4% | +17.4% | -68.8% | -60.4% |
| YTD | -63.4% | +62.9% | -126.3% | -78.6% |
| 1Y | -73.5% | +95.7% | -169.3% | -87.0% |
| 3Y | -83.5% | +150.2% | -233.7% | -93.9% |
| 5Y | -80.9% | +83.1% | -164.0% | -90.3% |
| All | +361.1% | +976.1% | -615.0% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling