-59.6%
TTMI vs KEY
-3.4%
-56.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +7.0% |
| 7D | -19.8% | -1.3% | -18.5% | -19.3% |
| 30D | -48.1% | +5.1% | -53.3% | -49.0% |
| 3M | -51.2% | -7.1% | -44.1% | -48.5% |
| 6M | -59.6% | -4.4% | -55.2% | -58.6% |
| All | -59.6% | -3.4% | -56.2% | -58.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling