+537.0%
TDG vs KMX
+11.6%
+525.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | -1.9% | -3.1% | +1.2% | -0.9% |
| 30D | -7.7% | +4.4% | -12.1% | -9.0% |
| 3M | -9.3% | +18.9% | -28.2% | -14.7% |
| 6M | -9.4% | +44.3% | -53.7% | -20.9% |
| YTD | -14.3% | +58.7% | -72.9% | -28.1% |
| 1Y | -11.8% | +0.1% | -11.9% | -15.9% |
| 3Y | +52.0% | -24.4% | +76.4% | +51.9% |
| 5Y | +128.8% | -54.4% | +183.3% | +167.2% |
| All | +537.0% | +11.6% | +525.4% | +416.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling