+10.7%
TTMI vs KEY
+29.6%
-18.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.5% | -11.6% | -10.9% |
| 7D | -19.2% | +1.7% | -20.8% | -20.0% |
| 30D | -44.9% | +6.8% | -51.7% | -47.3% |
| 3M | -44.7% | -5.8% | -38.9% | -42.1% |
| 6M | -53.4% | +1.4% | -54.8% | -54.0% |
| YTD | +6.3% | +7.5% | -1.2% | -1.9% |
| 1Y | +10.7% | +29.6% | -18.9% | -16.0% |
| All | +10.7% | +29.6% | -18.9% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling