+1,077.0%
TTMI vs KEY
+167.0%
+910.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +3.7% |
| 7D | +12.2% | +2.7% | +9.4% | +10.8% |
| 30D | -5.7% | -3.2% | -2.5% | -4.3% |
| 3M | -27.5% | +1.0% | -28.4% | -27.8% |
| 6M | +47.1% | +11.9% | +35.3% | +40.5% |
| YTD | +87.5% | +8.7% | +78.8% | +81.0% |
| 1Y | +175.2% | +18.5% | +156.7% | +156.0% |
| 3Y | +901.9% | +124.0% | +778.0% | +612.9% |
| 5Y | +843.5% | +40.8% | +802.6% | +661.8% |
| 10Y | +1,077.0% | +167.0% | +910.0% | +535.2% |
| All | +1,077.0% | +167.0% | +910.0% | +535.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling