+369.4%
TTMI vs KEY
+106.2%
+263.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +7.2% |
| 7D | -19.8% | -1.3% | -18.5% | -19.2% |
| 30D | -48.1% | +5.1% | -53.3% | -49.9% |
| 3M | -51.2% | -7.1% | -44.1% | -49.2% |
| 6M | -59.6% | -4.4% | -55.2% | -58.8% |
| YTD | -3.6% | +4.0% | -7.6% | -6.6% |
| 1Y | -2.3% | +23.4% | -25.8% | -14.1% |
| 3Y | +369.4% | +113.9% | +255.5% | +225.4% |
| All | +369.4% | +106.2% | +263.1% | +225.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling