+187.6%
TTMI vs KEY
+122.9%
+64.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +7.1% |
| 7D | -19.8% | -1.3% | -18.5% | -19.4% |
| 30D | -48.1% | +5.1% | -53.3% | -49.3% |
| 3M | -51.2% | -7.1% | -44.1% | -49.9% |
| 6M | -59.6% | -4.4% | -55.2% | -59.1% |
| YTD | -3.6% | +4.0% | -7.6% | -5.4% |
| 1Y | -2.3% | +23.4% | -25.8% | -10.3% |
| 3Y | +369.4% | +113.9% | +255.5% | +244.8% |
| 5Y | +365.4% | +12.3% | +353.1% | +312.8% |
| 10Y | +413.2% | +125.5% | +287.7% | +215.0% |
| All | +187.6% | +122.9% | +64.7% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling