-20.6%
TLN vs KMX
-0.6%
-20.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +5.8% | -1.9% | +7.7% | +6.1% |
| 30D | -6.9% | +2.6% | -9.4% | -7.2% |
| 3M | -10.9% | +25.6% | -36.5% | -13.6% |
| 6M | -4.6% | +41.9% | -46.5% | -10.2% |
| YTD | -14.7% | +56.0% | -70.7% | -20.4% |
| All | -20.6% | -0.6% | -20.0% | -23.4% |
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