+670.1%
TEL vs KMX
+159.5%
+510.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.2% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -4.9% | +4.1% | -9.0% | -6.4% |
| 3M | +0.1% | +27.5% | -27.4% | -9.4% |
| 6M | +0.4% | +43.6% | -43.2% | -14.1% |
| YTD | -8.9% | +56.8% | -65.7% | -25.3% |
| 1Y | -0.3% | -1.3% | +1.0% | -5.6% |
| 3Y | +67.6% | -25.4% | +93.0% | +69.0% |
| 5Y | +50.7% | -53.9% | +104.6% | +73.2% |
| 10Y | +288.6% | +0.7% | +288.0% | +196.8% |
| All | +670.1% | +159.5% | +510.6% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling