-16.7%
TLN vs KMX
+5.0%
-21.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.7% | +3.6% |
| 7D | +7.1% | +1.9% | +5.2% | +6.8% |
| 30D | -3.9% | +11.7% | -15.6% | -5.3% |
| 3M | -16.2% | +34.9% | -51.0% | -19.3% |
| 6M | -5.8% | +50.3% | -56.1% | -11.7% |
| YTD | -15.4% | +63.8% | -79.2% | -21.2% |
| 1Y | -16.7% | +3.8% | -20.5% | -20.0% |
| All | -16.7% | +5.0% | -21.7% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling