+2,000.3%
TTMI vs KEYS
+1,113.8%
+886.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +0.7% |
| 7D | +0.7% | +3.5% | -2.8% | -1.6% |
| 30D | -8.4% | -4.5% | -4.0% | -5.0% |
| 3M | -32.5% | -0.4% | -32.1% | -30.7% |
| 6M | +32.5% | +19.1% | +13.4% | +24.0% |
| YTD | +83.2% | +66.7% | +16.6% | +38.0% |
| 1Y | +161.7% | +96.5% | +65.2% | +80.4% |
| 3Y | +890.1% | +155.2% | +735.0% | +485.2% |
| 5Y | +832.4% | +88.0% | +744.5% | +534.0% |
| 10Y | +1,115.8% | +1,046.8% | +69.0% | +218.5% |
| All | +2,000.3% | +1,113.8% | +886.6% | +435.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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