+225.8%
TTMI vs KEY
+128.9%
+96.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.7% | +10.6% | +12.2% |
| 7D | -1.6% | -0.4% | -1.3% | -1.3% |
| 30D | -37.7% | +7.2% | -45.0% | -39.5% |
| 3M | -45.1% | -4.9% | -40.2% | -44.1% |
| 6M | -52.1% | +1.1% | -53.2% | -52.5% |
| YTD | +9.2% | +6.8% | +2.4% | +6.1% |
| 1Y | +12.9% | +23.3% | -10.4% | +3.8% |
| 3Y | +445.5% | +126.1% | +319.4% | +292.6% |
| 5Y | +427.9% | +15.2% | +412.7% | +364.0% |
| 10Y | +449.9% | +113.6% | +336.3% | +244.8% |
| All | +225.8% | +128.9% | +96.8% | +24.6% |
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 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