+124.3%
TDG vs KMX
-54.8%
+179.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -1.9% | -3.1% | +1.2% | -1.3% |
| 30D | -7.7% | +4.4% | -12.1% | -8.5% |
| 3M | -9.3% | +18.9% | -28.2% | -12.6% |
| 6M | -9.4% | +44.3% | -53.7% | -16.5% |
| YTD | -14.3% | +58.7% | -72.9% | -22.9% |
| 1Y | -11.8% | +0.1% | -11.9% | -13.6% |
| 3Y | +52.0% | -24.4% | +76.4% | +54.5% |
| All | +124.3% | -54.8% | +179.1% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling