+1.1%
TLN vs KMX
+60.9%
-59.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.4% | +4.9% |
| 7D | +15.9% | -2.3% | +18.2% | +16.1% |
| 30D | -0.3% | +6.3% | -6.6% | -1.5% |
| 3M | +5.8% | -7.4% | +13.2% | +6.6% |
| 6M | -1.2% | +37.9% | -39.1% | -5.2% |
| YTD | +1.0% | +39.5% | -38.4% | -3.0% |
| 1Y | +1.1% | +57.9% | -56.7% | -6.4% |
| All | +1.1% | +60.9% | -59.8% | -6.4% |
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